Senior Risk Analyst (Basel Modelling) recruitment

We are working on an exciting opportunity for an experienced Basel Model Analyst to join a growing financial services organisation where customer satisfaction is put at the forefront of their product base.

As a Senior Basel Model Analyst, you will be building, monitoring and managing PD, EAD and LGD Basel models that are used within Retail banking. Your role will involve ensuring the models operate effectively and are within policy guidelines and where necessary you will redevelop models as requirements or policies change. An important part of your role will be to work with the wider analytical teams to identify and develop cutting dynamic modelling, techniques and data sources to be employed by the models. You will also interact with the wider business to aid their understanding of credit products at product, portfolio and process level. As a Senior Analyst, you will also support and mentor junior team members.

Skills Required…

• We are looking for candidates that are experienced in Basel Modelling and have already been involved with the development, validation and calibration of PD, EAD and LGD models within live environments.

• Experienced of Scorecard development

• Strong SAS and SQL skills for data extraction and manipulation

• Strong analytical skills

• Broad knowledge of retail credit products

• Strong awareness of the regulatory framework in which the products operate.

Aside from a competitive base salary on offer, you will also receive a good benefits package and excellent opportunities for internal career progression.

To apply for this role, please forward your CV to the link provided below. For more details, please contact Hayley Croutear on 0131 301 5123.