Credit Risk Modelling Analyst
Panoramic Associates are delighted to be partnered with a global property analytics company based in their client analytics team. They provide housing data and analysis to UK lenders, government, developers and other key players in the housing market.
They are now seeking a permanent Risk Modelling Analyst, who has a deep understanding of statistics, mathematics or another quantitative discipline and work experience in credit risk at a UK financial services institution.
- Conduct detailed analyses and quantitative modelling of property, mortgage and risk data
- Own key strands of R&D activity and be responsible for model development/enhancement of stand-alone new product solutions or key new features of existing products
- Develop analytical models from concept to prototype
- Provide statistical/mathematical support to the business generally
- Degree in Statistics, Mathematics, Physics or another scientific
- 3-4 years experience within the credit risk function of a UK financial services institution, preferably with a focus on mortgage lending and for one or more of the following: scorecard development, portfolio risk modelling (PDs, LGDs etc), regulatory capital, IFRS9 etc
- Good knowledge of probability theory, statistics and calculus
- Experience with leading statistical software packages
- Excellent knowledge of T-SQL (essential) and ideally SSIS
- Excellent understanding of mortgage credit risk fundamentals, IRB modelling and regulatory requirements for the UK financial services industry
- Strenuous attention to detail and strong emphasis on methodological integrity
Please note that RISK MODELLING, CREDIT RISK and PROPERTY experience are essential. If your experience matches the information detailed above and you are looking to embark on a new permanent opportunity, then please submit your full CV to be considered.