Credit Risk Modelling Manager at Campion Pickworth in London, England, United Kingdom

Job description

• Our client, an established bank, is looking to recruit a Credit Risk Modelling Manager within their London office, with hybrid working. The role will involve managing existing statistical models, developing new models, understanding new and existing data sources and ensuring model compliance against regulatory standards.

Responsibilities

• Playing a key role in the design, development, implementation and maintenance of IFRS9 Credit Risk models
• Taking ownership for the delivery of individual model development and maintenance tasks
• Delivering quarterly model monitoring to ensure accurate quality assessment of performance and investigating any key areas of concern
• Challenging existing processes and pro-actively identifying and implementing improvements in all areas of phases of technical developments
• Ensuring that all Governance and Compliance requirements are adhered to
• Ensuring that all credit modelling activity meets best practice, policies, standards and where appropriate, ensure compliance with PRA and other regulations

Requirements

• A degree in a numerate subject with knowledge of advanced statistical and analytical techniques
• Experience in the development of IFRS9 credit risk models in banking, ideally including scorecards or PD/EAD/LGD models
• Knowledge of credit risk management techniques
• Experienced in the extraction and manipulation of data to support risk model development and modelling software tools (e.g. SAS, Python, R) for developing predictive model suites

Skills

Required

• SAS
• Python
• R