Credit Risk Consultant

Credit Risk Consultant - SAS - IFRS9, IRB
Birmingham or Remote Working with Travel
Up to £70,000

This is a fantastic opportunity that will suit a self-starter looking to be part of a Global data based business that will add that instant impact to your CV. This is the chance to become a Credit Risk Regulatory Modelling expert (IRS9, IRB) as a consultant to a major bank. If you have proven experience of building and maintaining IFRS9 and/or IRB models throughout your career and are looking for a chance to be part of something that offers you true ownership this is worth exploring further.

THE ROLE:

• Develop and optimise IFRS9 and IRB Modelling solutions for major FS clients
• Contribute to the strategy optimisation, strategic analytics and portfolio management functions
• Analyse current strategies and work proactively to make cut-off adjustments
• Work with stakeholders to improve model use and strategies
• Think creatively to improve team Scorecard development efficiency

SKILLS AND EXPERIENCE:

• Regulatory Credit Risk Model development experience is essential (using logistic regression)
• Experience using SAS is essential
• Highly numerate degree from an accredited University

THE BENEFITS:

• Flexible Salary structure up to £70,000
• Competitive benefits package
• Flexible working

HOW TO APPLY:

Email your CV or use the apply feature on this page

KEYWORDS:

Credit Risk Analytics, Credit Risk Modelling, Scorecards, IFRS9, AIRB, LGD, EAD, PD, Forecasting, Decision Science, Logistic Regression, SAS, SQL, R, Application Scorecard, Behavioral Scoring