Credit Risk Modeller
Description✓Credit Risk Modeller J12585
✓Hybrid - Halifax Salary up to £80,000 DoE
✓FTC - 18 months [inside IR35]
✓No Sponsorship available
✓An exciting opportunity to join a global analytics and digital solutions company that partners with clients to improve business outcomes and unlock growth
✓Bringing together domain expertise with robust data, powerful analytics, cloud and AI to create agile, scalable solutions and execute complex operations for the world's leading corporations
✓Key industries including Insurance, Healthcare, Banking and Financial Services, Media, and Retail among others.
✓The role:
✓Seeking an experienced Credit Risk Modeller, to work with one of the largest advanced analytics teams in the industry
✓The team comprises experts in banking, finance, insurance, retail, media, and healthcare, delivering comprehensive insights across various sectors.
✓In this role, you will be responsible for developing and validating credit risk models for various purposes, including IFRS9, BASEL, PD, LGD, EAD, stress testing, forecasting, CCAR, and CECL
✓Leveraging cutting-edge technology, such as machine learning, artificial intelligence, and robotics, to amplify data analytics to provide advanced insights.
✓Working closely with stakeholders, you will collaborate on analysing product-specific solutions within the banking domain
✓Scalable process and portfolio of accelerators will support you in improving existing infrastructure and making informed decisions swiftly.
✓Your responsibilities
✓• Develop credit risk models for various purposes such as IFRS9, BASEL, PD, LGD, EAD, Stress testing, Forecasting, CCAR [Comprehensive Capital Analysis and Review], and CECL [Current Expected Credit Loss].
✓• Validate and monitor both internal and external risk models by computing standard metrics to ensure their accuracy and effectiveness.
✓• Develop and analyse product-specific solutions within the banking domain, focusing on areas such as underwriting and monitoring loan portfolios, developing collections scorecards, and conducting loss forecasting.
✓• Undertake project governance initiatives, including managing timelines and ensuring the successful delivery of projects related to credit risk modelling.
✓• Collaborate with key stakeholders across businesses and client portfolio teams to derive insights, evaluate and calibrate model performance, and provide regular project updates.
✓• Engage in feedback sessions with client stakeholders, identify potential risks to project delivery, and develop plans to address any issues or delays that may arise during the project.
✓• Present project findings, updates, and summaries to stakeholders and larger audiences, effectively communicating complex concepts in a clear and concise manner.
✓• Drive discussions with stakeholders to gather requirements, address concerns, and ensure alignment between project objectives and stakeholder expectations.
✓Essential skills:
✓• Undergrad / Bachelors in Economics/Statistics or any quantitative field
✓Masters in a quantitative field or MBA
✓• Experience - 6-10 years in Banking Industry [retail & non-retail]
✓• SAS [mandatory] SQL, R or Python
✓• Predictive Modelling [mandatory]
✓• Logistic / Linear Regression [mandatory]
✓• Decision Trees
✓• Credit risk / Basel / IFRS
✓• Strong understanding of banking products such as mortgages, credit cards, loans and advances
✓• High level of proficiency in development of predictive risk models and statistical techniques such as logistic regression, clustering, segmentation etc.
✓• Hands on experience working on IFRS9 / BASE: [PD, EAD, LGD models], Forecasting / Stress Testing
✓• Experience working with leading global banks on the regulatory model development for Commercial , Secured, Unsecured portfolios
✓• Self-driven, able to work independently, strong problem-solving skills along with excellent communication
✓If this sounds like the role for you then please apply today!
✓Alternatively, you can refer a friend or colleague by taking part in our fantastic referral schemes! If you have a friend or colleague who would be interested in this role, please refer them to us
✓For each relevant candidate that you introduce to us [there is no limit] and we place, you will be entitled to our general gift/voucher scheme.
✓Datatech is one of the UK's leading recruitment agencies in the field of analytics and host of the critically acclaimed event, Women in Data
✓For more information, visit our website: [url removed] Show more →
✓Hybrid - Halifax Salary up to £80,000 DoE
✓FTC - 18 months [inside IR35]
✓No Sponsorship available
✓An exciting opportunity to join a global analytics and digital solutions company that partners with clients to improve business outcomes and unlock growth
✓Bringing together domain expertise with robust data, powerful analytics, cloud and AI to create agile, scalable solutions and execute complex operations for the world's leading corporations
✓Key industries including Insurance, Healthcare, Banking and Financial Services, Media, and Retail among others.
✓The role:
✓Seeking an experienced Credit Risk Modeller, to work with one of the largest advanced analytics teams in the industry
✓The team comprises experts in banking, finance, insurance, retail, media, and healthcare, delivering comprehensive insights across various sectors.
✓In this role, you will be responsible for developing and validating credit risk models for various purposes, including IFRS9, BASEL, PD, LGD, EAD, stress testing, forecasting, CCAR, and CECL
✓Leveraging cutting-edge technology, such as machine learning, artificial intelligence, and robotics, to amplify data analytics to provide advanced insights.
✓Working closely with stakeholders, you will collaborate on analysing product-specific solutions within the banking domain
✓Scalable process and portfolio of accelerators will support you in improving existing infrastructure and making informed decisions swiftly.
✓Your responsibilities
✓• Develop credit risk models for various purposes such as IFRS9, BASEL, PD, LGD, EAD, Stress testing, Forecasting, CCAR [Comprehensive Capital Analysis and Review], and CECL [Current Expected Credit Loss].
✓• Validate and monitor both internal and external risk models by computing standard metrics to ensure their accuracy and effectiveness.
✓• Develop and analyse product-specific solutions within the banking domain, focusing on areas such as underwriting and monitoring loan portfolios, developing collections scorecards, and conducting loss forecasting.
✓• Undertake project governance initiatives, including managing timelines and ensuring the successful delivery of projects related to credit risk modelling.
✓• Collaborate with key stakeholders across businesses and client portfolio teams to derive insights, evaluate and calibrate model performance, and provide regular project updates.
✓• Engage in feedback sessions with client stakeholders, identify potential risks to project delivery, and develop plans to address any issues or delays that may arise during the project.
✓• Present project findings, updates, and summaries to stakeholders and larger audiences, effectively communicating complex concepts in a clear and concise manner.
✓• Drive discussions with stakeholders to gather requirements, address concerns, and ensure alignment between project objectives and stakeholder expectations.
✓Essential skills:
✓• Undergrad / Bachelors in Economics/Statistics or any quantitative field
✓Masters in a quantitative field or MBA
✓• Experience - 6-10 years in Banking Industry [retail & non-retail]
✓• SAS [mandatory] SQL, R or Python
✓• Predictive Modelling [mandatory]
✓• Logistic / Linear Regression [mandatory]
✓• Decision Trees
✓• Credit risk / Basel / IFRS
✓• Strong understanding of banking products such as mortgages, credit cards, loans and advances
✓• High level of proficiency in development of predictive risk models and statistical techniques such as logistic regression, clustering, segmentation etc.
✓• Hands on experience working on IFRS9 / BASE: [PD, EAD, LGD models], Forecasting / Stress Testing
✓• Experience working with leading global banks on the regulatory model development for Commercial , Secured, Unsecured portfolios
✓• Self-driven, able to work independently, strong problem-solving skills along with excellent communication
✓If this sounds like the role for you then please apply today!
✓Alternatively, you can refer a friend or colleague by taking part in our fantastic referral schemes! If you have a friend or colleague who would be interested in this role, please refer them to us
✓For each relevant candidate that you introduce to us [there is no limit] and we place, you will be entitled to our general gift/voucher scheme.
✓Datatech is one of the UK's leading recruitment agencies in the field of analytics and host of the critically acclaimed event, Women in Data
✓For more information, visit our website: [url removed] Show more →