Credit Risk Data Analyst recruitment
This role sits within the Credit Portfolio Analytics team of a leading Financial Institution which is responsible for designing, estimating, validating and implementing PD, EAD and LGD Models. The principal responsibility of this role will be to source, develop and apply credit risk data used to support the use of these models across the bank.
Other responsibilities will include:
- Ensuring all aspects of data delivery are accurate, complete and timely.
- Constructing model build datasets, compiling Management Information, and KPI packs.
- Ensuring Data Validation documents adhere to Model Risk Governance Standards.
- Help in the design and implementation of processes for capturing data and information.
In terms of experience, you will have:
- Experience working in a credit risk environment with a leading financial institution.
- Strong familiarity with Credit Risk data and tools.
- Experience in SAS coding using base SAS or SAS enterprise guide.
- Mathematics or Statistical academic background.
- MS Access and / or VBA experience would also be desirable.
If you are interested in discussing this role in more detail, please email your details to Will Invine – william.invine@hudson.com for a confidential discussion.
April 12, 2012
• Tags: Credit Risk Data Analyst recruitment, Risk Management careers in the UK • Posted in: Financial