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Credit Risk Model Execution Analyst - A-IRB, IRB, IFRS9, SAS)
09/17/2019
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United Kingdom,
London
Contract
650 - 850
GBP per annum
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Credit Risk Model Execution Analyst required by my Leading Banking client in London on a contract basis.

My client are looking for a talented and motivated Lead Analyst to assist in the model implementation, execution and monitoring using SAS and R of A-IRB models. This is a strategically important role that will directly help implement and execute A-IRB models, monitor model performance and analyse model outputs.

The following skills / experience is essential:

  • Excellent Credit Risk background
  • Strong coding skills, specifically in SAS and R
  • Experience of the development of credit risk models in Banking.
  • Strong understanding of credit risk data.
  • Excellent stakeholder management

The following is desirable:

  • Experience on IRB, IFRS9 or Model Development projects / programmes.

Rate: Excellent

Duration: 6 months +

Location: London

If you are interested in this Credit Risk Model Execution Analyst position and meet the above requirements please apply immediately.

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