11 Oct
Full Circle Recruitment
London
Lead Credit Rik Analyst
Wholesale credit risk, IFRS9, IRB stress testing, Python
London OR Manchester base Hybrid working
£65-73,000 base salary + bens
This preeminent advisory firm now requires Lead Credit Risk Analysts to join their market-leading Credit Risk Modelling team, delivering improvements for clients in their credit measurement capabilities, focussing on IFRS9, IRB and stress testing approaches.
The team is known for delivering ground-breaking analytics and modelling frameworks within the world of Credit Risk, covering all main credit asset classes.
The role involves:
- Leading the delivery (whilst remaining hands on in modelling and analysis) credit measurement modelling and analytics services to clients
- Building and assessing credit analysis capabilities across IFRS9, IRB and stress-testing, and covering the full range of credit asset classes
- Designing and improving wider credit measurement frameworks; for eg, practices around insight into movements, data, controls, model risk management, model monitoring and maintenance, reporting and external disclosure
- Contributing to thought leadership around credit measurement best practice and its evolution in terms of new model development etc
What you need:
- Great credit modelling skills and experience in the development, delivery and/or validation of credit risk models including one or more of the IFRS9, IRB and forecasting/stress testing
- Understanding of the management of credit financials, associated governance etc
- Knowledge of the financial services industry and the credit fundamentals of different asset classes
- Ability to communicate complex concepts to non-expert audiences
- Project management and leadership skills
- Good skills with modelling software such as SAS, SQL, MS Excel (including VBA), Python, R
What’s in it for you?
- The chance to work in a leading group, delivering best-of-breed solutions in an evolving and complex sector
- The chance to be heard – your ideas will not only be listened to, they’ll be encouraged. You will get to build very innovative approaches to credit risk, including new model development
- Being at the forefront of the wholesale credit risk arena
- Generous benefits and pay, including flexible benefit options and a pay scale in the range £65,000-73,000, along with a bonus, pension and a flexible benefits pot.
▶️ Senior Credit Risk Analyst
🖊️ Full Circle Recruitment
📍 London