Senior Credit Risk Modelling Analyst

Job DescriptionSenior Credit Risk Modelling Analyst- Yorkshire or North East- Up to £60K!To support Credit Risk team developing, monitoring, and maintaining credit risk models used across the organisation, within capital, provisioning, customer decisioning and other business needs.Key Responsibilities: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 stakeholdersTo 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.Key Requirements:Previous experience within a Retail credit risk experience in a analytical role.Model development/data science experienceCoding proficiency, SAS/Python is desirable but not essentialCredit risk modelling experience, this can include but is not limited to scorecards, IRB/Basel, IFRS9Experience presenting/sharing insights with technical and non-technical audiencesExperience mentoring/coaching is desirable but not essential Send your CV to #####*Must be based in the UK with right to work as no sponsorship can be provided*
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