We are looking for Senior Credit Risk Analyst- Capital Modelling
Role & Responsibilities
Skills & Qualifications
- Execution of the Pillar 1 and Pillar 2 credit quantification
- Test and monitor existing credit risk models and sub-components and make recommendations for enhancement
- Support and optimise template structures to deliver final stress test results for internal and external requirements e.g. SSM, ICAAP.
- 2+ years' experience in a forecasting, stress testing or modelling role in Retail Credit Risk
- Minimum Bachelor's Degree in a highly numerate oriented subject like mathematics, statistics, actuarial science, econometrics or quantitative finance/science.
- Highly PC literate with a good knowledge of Microsoft applications and experience in SAS, SQL or VB. SAS in particular would be advantageous
Contact for any query