Credit Modeller, City of London
• You will have hands on modelling experience related to Credit Risk in a UK Banking environment.
• Experience in IRB (IRB is the internal ratings based approach to credit risk) in the UK Banking sector
Team Description

Credit Modelling Team is responsible for the development and implementation of Credit Models that are used for IFRS9 Expected Loss Estimation for the Banking Book. The team is responsible for taking credit models through the full end-to-end process of model development: including taking models through the internal governance process for approval and implementing the models into a production environment.

Description Of Role And Key Responsibilities
• Development of PD, LGD, EAD Models.
• Responsible for developing/supporting the development of models as an end-to-end process. This includes: Scope model requirement, data review, portfolio analysis, develop model, engage key stakeholders, creating model documentation, take models through... internal governance process for approval, and support the implementation of models.
• Assist other team members in the development of Credit Models.

Technical Skills

Core skills and knowledge
• Degree / Masters in Statistical, mathematical, financial or economics / STEM Subjects
• Good understanding of PD and LGD Models.
• Minimum 2+ years of Model development experience in Python / R language of PD / LGD Models
• Strong Analytical skills: Quantitative Problem Solving and Judgements. Ability to Analyse, interpret and present complex analytical data, both verbally and in writing. Strong experience in developing practical technical solutions with limited data.
• Strong interest in learning, understanding, and developing credit models and machine learning techniques
• Model documentation and Presentation skills: prepare high-quality analytical papers and present these papers in an effective manner appropriate to the target audience / key stakeholders.
Soft Skills:
• Willingness to learn and adapt to change quickly
• Strong teamwork ethics
• Self-motivated. Capable of working independently as well as within a team
• Strong Communication Skills (Written, Verbal & Presentation skills)
• Understanding of SQL
• Good understanding of Git (GitHub/GitLab) is a plus
• Proficient in Excel, databases/ SQL, and Microsoft Office
• Stakeholder management experience/skills is a plus
Botswana

Salary Criteria