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Senior Credit Risk Modeller

MERJELondon, London, United Kingdom

5 days ago

Job type

Full-time

Job description

Senior Credit Risk Modelling Analyst

Be one of the first applicants, read the complete overview of the role below, then send your application for consideration.

Up to £60K

London

A great opportunity to join a well known organisation who are passionate about what they do and are at an exciting time of growth and expansion.

Key Responsibilities :

Developing credit risk and pricing models, used for regulatory and business purposes.
Validating and challenging these models on areas such as model design, model performance and model implementation.
Stress testing exercises, ranging from operational execution to model development and validation.
Processing large credit risk datasets and assessing or improving data quality.
Integration of ESG across data, models (IRB, IFRS 9, stress testing) and risk processes.
Interpretation and implementation of regulatory requirements and supervisory expectations.
Remediation of supervisory findings (ECB / DNB).
Ad-hoc assistance on business development activities, e.g. client events / roundtables, client meetings, workshops, pitching, drafting proposals and creating marketing material.
Presenting and discussing results with senior management.

Key Requirements :

You bring 4+ years' experience in risk, analytics or data science for banks, obtained by working for a bank, consulting firm or regulatory body.

You bring significant experience leading a team and delivering projects while providing guidance and leadership to colleagues.

You have deep technical experience on financial risk management and hands on experience in development, validation and implementation of IRB, IFRS 9 or Stress Testing models.

You are experienced with data processing and analysing (large) datasets using Python, SAS, SQL or R.

You have detailed knowledge of UK or European (prudential) regulation and supervision at banks.

You are a strong communicator both verbally and written, with the ability to break down complex topics into simple solutions and ideas.

You have a good command of the English language.

You are passionate about the business impact of analysis, driven by continuous improvement and attention to detail.

Send your CV to nmohamed@merje.com

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Credit Risk Modeller • London, London, United Kingdom