26th September 2017

Credit Risk Analyst

28 July 2016 | by Asset Resourcing

Credit Risk Analyst

SAS-based Credit Risk Consultant required for a global consultancy firm partnering with world leading banking clients. Working with teams of experts on varied and challenging projects, the company offers a dynamic and exciting career opportunity. The company prides itself on internal growth and training and is unrivalled by other consultancies.

Applicants will be able to explain Credit Risk models clearly and accessibly. Produce comprehensive and well-structured analytical reports, preferably within Retail Banking and proven development of Risk Rating Models for PD, LGD and EAD estimations.

This role will also require applicants to hold knowledge of IFRS9 & Regulatory frameworks (Basel III).

We require:

• A minimum 2 years’ experience in financial risk management
• Strong knowledge of SAS & SQL
• Strong statistical skills, including track record of using logistic regression to build propensity models
• Experience of developing, calibrating or validating and monitoring Risk Rating Models for PD, LGD and EAD estimation as per risk regulation
• Good knowledge of financial products, including retail, wholesale & insurance.
• Be able to adapt models to be compliant with IFRS9.
• An understanding of the credit risk regulatory environment
• Ability to present complex analytical concepts to all levels of the business
• Ability to determine, develop and document data requirements, modelling assumptions and model results
• Able to provide advice on risk management approaches Presentation skills

Skills:

• Consultative approach
• Stakeholder engagement
• A good team player that can also work independently
• A self-starter who is proactive in nature
• Excellent verbal and written communication skills
• Abilities to build cross functional and external relationships
• Able to deliver project objectives within deadlines

On offer is the opportunity to work for a European leader in digital transformation. The role comes with a competitive salary, the opportunity for further development and the potential for a wide and diverse career.


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