I am recruiting for a number Credit Risk Modellers within financial services.
- Buildling and maintaining credit risk models (IRB, PD,EOD and LGD)
- Responsible for producing IFRS 9 credit risk models based on business and regulatory requirements.
- Collabortng with other modellers including other internal stakeholders to achieve best practice
- Supporting the model stress testing and ICAAP forecasting
- Previous experience within an Financial Services organisation
- Experience using SAS, SQL
- Desirable programming skill Python and R
- Strong analytical skills partnered keen attention to detail
If you are interested in this role please apply with your CV.