Overview

   We are currently working with a leading employer within the successful West Yorkshire based Financial Services sector, currently seeking to expand their Credit Risk division. You will play an important part in the department, within a modelling capacity, supporting the Risk teams, building and supporting credit risk models used for IRB or other business areas.

Main Duties

 Duties will be varied, including but not limited to:

• The development of Credit Risk models
• Supporting the wider range of statistical modelling
• Supporting the development and maintaince of an IRB modelling approach for Basel II retail Credit Risk
• Develop the knowledge and understanding of modelling within the business
• Leading the production of intra month forecasts taking into account trends seen over the course of the month
• Driving medium and long term forecasting models whilst engaging all stakeholders in Collections, Risk & Finance and ensure functional impacts are incorporated accurately and transparently.
• Taking a lead in the production of variance analyses that clearly show variance Vs forecast and leverage this to enhance forecasting process.
• Formulation of key assumptions and drivers of impairment and presenting to stakeholders from Analyst to Senior Management.
• Exploring new modeling approaches (clastering, segmentation, Strategic Analytics approaches etc) that would enable more robust forecast.

 

Key Skills

 To fulfil the role, you must have very strong SAS skills, with the ability to manipulate large data sets. Strong excel skills are also a must, and ideally you will have knowledge of Oracle. 

You will have a background in Risk within the Financial Services industry, with extensive experience of Statistical Modelling. Useful things to know are:

• Logistic-Linear regression
• Scorecards
• GINI coefficient
• KS Statistics
• Reject interference techniques
• Data sampling and mining
• Markov chains
• Time series modelling

Summary

Salaries for the role will be in the region of up to around £30,000.  

Contact Darren Hamilton in the Leeds office on 0113 3884890 for more information, or register your details on line.