Credit Risk Modeller
- Recruiter
- Confidential
- Location
- UK
- Salary
- Competitive
- Closing date
- 14 Oct 2020
View more
- Employer Sector
- Accountancy Practice
- Contract Type
- Permanent
- Hours
- Full Time
- Travel
- None
- Job Type
- Risk Management, Risk
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Credit Risk Modeller
London with Travel
Annual Salary: Range dependent on experience
Permanent, Full time
About Naissance
Naissance is a leading financial services company, with its head office in London and Newcastle with a Global Client Base. We support banks, insurance companies and financial institutions to meet their strategic goals and regulatory requirements.
Our niche is providing specialist support to firms in risk, treasury, and compliance.
Responsibilities:
* Development, Implementation and Validation of Credit Risk Models (PD, LGD, EAD) in
* accordance with IFRS9 principles.
* Credit grading development and application.
* Participating in managing projects lifecycles.
* Mentoring Junior Members.
Requirements:
* Highly numerate -, must have a degree in a numerical subject, ideally with heavy focus
* on Statistics (Time Series, Binomial, Regresesion and Data Analysis).
* Programming experience in SAS, R or Python.
* Great presentation and communication skills.
* Prior experience working on credit model development and implementation and / or
* IFRS9 programmes.
* We are happy to consider individuals who are looking to relocate to London (EU
* Citizens), but all applicants must have 1 Month's Notice or Less.
Your expertise:
* A university degree (Msc or PhD) in finance, mathematics/statistics, science or in a
* numerical discipline.
* Prior working experience (up to 3 years) in the financial services industry (preferably
* in a quant role), including exposure to derivative pricing models and Monte Carlo
* simulations (preferably across a range of asset classes).
* Strong analytical skills and the ability to apply techniques from numerical analysis,
* statistics and financial mathematics to solve practical problems.
* Working experience with high-level programming language (C#, Python, C++) is a
* must and knowledge of statistical modelling software (e.g. Rstudio, SAS, SQL) is
* desirable.
* Pro-active in taking new initiatives and carrying them through to completion.
* Able to explain technical topics clearly and intuitively to a non-technical audience or senior stakeholders.
* Fluent in English, both in oral and written form.
Interested in this Credit Risk Modeller job?
Just click "apply" today and check your email explaining how to complete your application and be considered for the role.
You must be eligible to work in the UK
London with Travel
Annual Salary: Range dependent on experience
Permanent, Full time
About Naissance
Naissance is a leading financial services company, with its head office in London and Newcastle with a Global Client Base. We support banks, insurance companies and financial institutions to meet their strategic goals and regulatory requirements.
Our niche is providing specialist support to firms in risk, treasury, and compliance.
Responsibilities:
* Development, Implementation and Validation of Credit Risk Models (PD, LGD, EAD) in
* accordance with IFRS9 principles.
* Credit grading development and application.
* Participating in managing projects lifecycles.
* Mentoring Junior Members.
Requirements:
* Highly numerate -, must have a degree in a numerical subject, ideally with heavy focus
* on Statistics (Time Series, Binomial, Regresesion and Data Analysis).
* Programming experience in SAS, R or Python.
* Great presentation and communication skills.
* Prior experience working on credit model development and implementation and / or
* IFRS9 programmes.
* We are happy to consider individuals who are looking to relocate to London (EU
* Citizens), but all applicants must have 1 Month's Notice or Less.
Your expertise:
* A university degree (Msc or PhD) in finance, mathematics/statistics, science or in a
* numerical discipline.
* Prior working experience (up to 3 years) in the financial services industry (preferably
* in a quant role), including exposure to derivative pricing models and Monte Carlo
* simulations (preferably across a range of asset classes).
* Strong analytical skills and the ability to apply techniques from numerical analysis,
* statistics and financial mathematics to solve practical problems.
* Working experience with high-level programming language (C#, Python, C++) is a
* must and knowledge of statistical modelling software (e.g. Rstudio, SAS, SQL) is
* desirable.
* Pro-active in taking new initiatives and carrying them through to completion.
* Able to explain technical topics clearly and intuitively to a non-technical audience or senior stakeholders.
* Fluent in English, both in oral and written form.
Interested in this Credit Risk Modeller job?
Just click "apply" today and check your email explaining how to complete your application and be considered for the role.
You must be eligible to work in the UK
You need to sign in or create an account to save a job.
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