A top tier bank is looking for a quantitative retail modelling expert within wholesale credit risk to join their quantitative team in London.
Responsibilities
- Support the development of credit risk models as well as the development of new retail credit risk scorecards (PD, LGD, EAD).
- Support the maintenance of credit risk models on existing risk systems.
Ideal candidate
- Previous model development on wholesale models – PD, LGD, etc.
- Scorecard development experience.
- Strong knowledge of retail credit risk models e.g credit cards.
- Strong SAS experience.
- Machine learning helpful.
If you are interested in this role please apply below or contact me for more information.
