Credit Risk Modeller

DescriptionCredit 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]
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Negotiable
Halifax
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Contract TypeContractAdded10m 6h 19mID3117365