Senior CR Modeller
Merje
- London
- £58,000 per year
- Permanent
- Full-time
- To develop Credit Risk models.
- To support the wider range of statistical modelling.
- To support the development and maintenance of both IRB models for Basel III retail Credit Risk (PD, EAD, LGD), and customer decisioning models.
- To enhance the organisations modelling capabilities.
- To develop the knowledge and understanding of modelling within the business.
- To lead production of regular model MI, distilling drivers of analytical trends, and communicating these to senior management and business stakeholders
- To drive medium and long term forecasting models whilst engaging all stakeholders in other business areas and ensure functional impacts are incorporated accurately and transparently.
- To explore new modelling approaches (clustering, segmentation, strategic analytics approaches etc.) for use in regulatory or operational risk models.
- Provide guidance and support to junior analysts.
- Previous experience within a Retail credit risk experience in a analytical role.
- Model development/data science experience
- Coding proficiency, SAS/Python is desirable but not essential
- Credit risk modelling experience, this can include but is not limited to scorecards, IRB/Basel, IFRS9
- Experience presenting/sharing insights with technical and non-technical audiences
- Experience mentoring/coaching is desirable but not essential
LogicMelon