Credit Risk Modeller - BFS

Purpose of Role

This role is responsible for efficiently and effectively managing multiple and complex projects from concept to implementation on time, within budget and in line with client expectations.

Essential Duties and Responsibilities - 

- Manage the delivery of multiple, complex analytics projects to clients from inception to completion

- Open to hands-on modelling work - Manage (small to medium scale) projects to achieve milestones /manage & motivate project team to ensure quality deliverables

- Mentor and coach junior team members in model development process

- Drive high standards of customer service and proactive client communication throughout the project term

- Proactively communicate project status and deliverables through the life of the project

- Ensure issues raised by the client are resolved in a timely and efficient manner

- Prepare and deliver structured model development/validation training courses to the SEA clients

- Help in resource planning for projects in pipeline

- Flexible to travel to client locations on short notice for project delivery/presales (30%)

Knowledge & Experience

- 5-9 years- experience in credit risk modelling across customer life cycle

- Thorough understanding of the Application/Behaviour/Collection scorecard development process.

- Thorough understanding of PD, EAD and LGD model development & validation process.

- Thorough knowledge of the use and application of analytical methodologies Linier Regression, Logistic Regression etc

- Thorough understanding of segmentation techniques CHAID, CART etc.

- Significant experience of statistical / analytics project work

- Experience of working in a financial services environment or Modelling department of International Banks

- Strong analytical skills.

- Excellent communication and interpersonal skills.

- Excellent and proven project management skills.

Qualifications

- Degree or equivalent standard, with a high numeric content e.g. Mathematics, Statistics, Operational Research, Economics, Physical Sciences.

- Graduate caliber, with formal project management skills/qualifications.