Credit Risk Modelling Manager

£92,000 | London | Permanent


Posted 25 days ago


Credit Risk Modelling Manager | London | Challenger Bank | £92,000

This is an exciting opportunity to join an established challenger bank in London who have a range of different products, offering exposure across a breadth or products and portfolios. The company is currently going through a lot of growth and development, building on their already successful teams to allow for that growth to continue. A dynamic environment, with opportunities to move internally for future career growth, this is an exciting opportunity not to be missed!

The role itself is focused on the development and delivery of Credit Risk models, including scorecards, forecasting models and a focus on IFRS 9 and AIRB models. You will provide support through the development lifecycle of the models with all stakeholders, where you are given ownership for the delivery of individual model development tasks.

This opportunity would give you exposure to the whole development lifecycle within credit risk modelling working on a wide variety of models in SAS or Python.

They are looking for an individual who has:

* Experience in credit risk model development and design
* Knowledge of using SAS or SQL to a high degree
* A degree within a quantitative field, or with relevant skills
* Knowledge and interest in quantitative credit risk modelling, with a focus on PD, LGD, and EAD models under the IFRS 9 and IRB framework
* Ability to deliver complex projects on time, using project management skills and following a program.
* Excellent management of stakeholders, being able to develop sustainable relationships across the business.

If you have relevant experience and looking for the next step in your career as a Credit Risk Modelling Manager

Send your CV to me directly at:

InterQuest Group is acting as an employment agency for this vacancy. InterQuest Group is an equal opportunities employer and we welcome applications from all suitably qualified persons regardless of age, disability, gender, religion/belief, race, marriage, civil partnership, pregnancy, maternity, sex or sexual orientation. Please make us aware if you require any reasonable adjustments throughout the recruitment process.