Credit Risk Modeling Analyst - Banking

Role Purpose :

- To deliver credit risk models (regulatory / business models)

- This role will involve developing credit risk models for the BUK portfolios.

Your Role

- Develop credit risk models across life cycle of various portfolios, generally under the guidance of seniors.

- Delivering robust, predictive models and tools that are compliant with both internal and external regulations.

- Identify and use cutting edge techniques to develop best in class models

- Share and seek out best practice across the modelling peer group to develop self.

- Deliver high levels of accuracy and internal consistency/validation within own project

- Provide business with insights and recommendations in order to improve strategy and process.

- Develop high-standard SAS code and model documentation.

- Ensure accurate implementation of models and support their use, interpretation and monitoring.

Essential Skill :

- A good knowledge of data analysis, theory and multivariate statistical techniques (e.g. Logistic Regression).

- Knowledge of banking products.

- Proficiency in SAS and SQL, or other suitable statistical programming language

- MS Office Skills (Preferably Word, Excel & PowerPoint)

Preferred Skill :

- Strong understanding of banking products.

- Expertise in modelling techniques and their value in business

- Full understanding of Credit Risk Processes and Strategies, including knowledge of credit loss provisioning.

- Ability to act as - Team Expert- in a specialist knowledge area of analytics that will complement the detailed knowledge of other team members.

- An understanding of the fundamental principles of the Basel II Accord and / or of IFRS IAS 39.

Education

- Preferred completion of a degree or equivalent in statistics, mathematics, operations research or related area or significant relevant experience