VP – Credit Risk Modeller – Tier 1 Bank – London or Leeds recruitment
My client, a Tier 1 Bank, is recruiting in a global credit risk analytics team with a portfolio of over £110 billion assets worldwide. They are hiring a Credit Risk Modeller – Retail Manager due to expansion of remit both in terms of team size and global reach of work. You will have experience of Basel PD/LGD/EAD Models from ideally a retail background with exposure to home finance and mortgages, although candidates from a wholesale/commercial background would be considered. You will need to have a good understanding of systems and SAS is a pre-requisite. Your experience could be from a Tier 1 Read more […]
Credit Risk Modeller – Tier 1 Bank – London – 70k – Exclusive recruitment
I am working excusively with the Credit Risk Analytics of a Tier 1 Bank which has a global remit that is preparing for the next phase of Capital Modelling growth down to Basel III. There are wide ranging roles covering PD/LGD/EAD Modelling, Economic Capital, Stress Testing and Basel III Capital Management across all this bank’s SME Business banking clients globally. They are looking for candidates with a good quantitative background, with exposure in either Corporate or Retail Credit Risk Modelling in a Bank, Building Society, Consulting firm or an international regulator. You will be developing Read more […]
Credit Risk Modeller – AVP recruitment
The Credit Risk Modelling team is responsible for developing, validating documenting default probability (PD), loss given default (LGD) and exposure at default (EAD) models (behavioural scoring, credit grading and expert lender models) in line with Basel II and Group Model Risk Policy requirements. Responsibilities of the role:Calibration of PD models dynamically (point-in-time through-the-cycle).Analysis and determination of input values for impairment calculations.Analysis and reporting of EAD and LGD models on a regular basis – MI production and investigation of adhoc queries. Develop Read more […]