Job Title:	Lead Credit Risk Modeller
Reference:	A14-16-05-08
Salary:	GBP60000-GBP70000 (Extras: Bonus & Benefits)
Location(s):	London East
Industry(s):	Risk
Advertiser:	Aspire Credit Recruitment & Risk Management
Employment Type:	Permanent
Posted:	16-05-2008

Description:

An excellent opportunity for an experienced Credit Risk Modeller to join a global banking organisation as the Senior Risk Modeller in London.

The Role

Development, validation and monitoring of retail and wholesale credit risk models:

 Application Risk
 Behavioural Risk
 Value / Risk Reward
 Pricing / Response
 Prepayment
 Collections
 Fraud
 Probability of Default
 Loss Given Default
 Exposure Given Default
 Risk Tendency
Provide directional/technical expertise to enhance model building skills and enhance model building capability in the cluster

Key Accountabilities

 Develop / validate models
 Manage / support the development of models
 Manage / support the development of models undertaken by external agencies
 Develop model monitoring frameworks to track performance
 Consult with external consultancies to share best practice modeling techniques

Candidate Specification
Experience in the following:
 Scorecard development
 Development methods
 Model fitting techniques
 Sampling methodologies
 Reject inference techniques
 Development or use of other lending models
 Risk Reward
 Limit and Pricing
 Development of measurement models related to risk tendency and economic capital

The basic salary on offer for this role is between £60,000 - £70,000 plus bonus (to 30%) and excellent benefits.
To apply please send your CV to phillip@aspirecredit.co.uk or contact Phillip Hartley on 0161 767 2350.