| Job Title: | Statisticians - Advanced Analytics - Credit Risk - Yorkshire |
|---|---|
| Reference: | A28-05-08-09 |
| Salary: | GBP25000-GBP38000 (Extras: Bonus & Benefits Package) |
| Location(s): | West Yorkshire |
| Industry(s): | Risk |
| Advertiser: | Aspire Credit Recruitment & Risk Management |
| Employment Type: | Permanent |
| Posted: | 06-09-2008 |
Description:
Aspire have multiple opportunities for Statisticians to join the Advanced Analytics team of a leading Retail Bank based in Halifax.Job Purpose
The development of first class credit risk quantitative techniques (e.g. data collection, mining, synthesis and analysis; modelling; etc.)
To assist in the implementation of credit risk analysis tools throughout Retail division.
To research and develop leading edge data research and credit risk measurement and modelling techniques.
Key Dimensions
- Performing insightful analysis on the credit risk versus return components of new and existing business opportunities,
- Researching leading edge credit risk quantitative techniques, including components of expected, unexpected and portfolio loss distribution models,
- The development and ongoing refinement / improvement of expected loss models, and
- The development of credit risk forecasting models (e.g. forecasting the seasonal and timing of month ends / Bank Holidays or roll rate transition matrices).
Knowledge, Skills and Experience Needed
Highly numerate, with a degree in mathematics or a related discipline.
Strong information technology skills, likely to include SAS or SPSS, Access and VBA, or similar analytical software packages.
Expertise in the development, application and implementation of credit risk quantitative techniques (e.g. regression; stochastic processes; etc.)
The ability to communicate effectively to fellow credit risk technical colleagues.
Familiarity with profitability, provisioning and scorecard development.
In return you will be offered a basic salary of between £25,000 – £38,000, 20% Bonus, Pension, Shares, healthcare etc….
To apply please send your CV to phillip@aspirecredit.co.uk or contact Phillip Hartley on 0161 767 2350.
