2 of 2 Stress Testing Jobs in the South East

seeking an experienced Senior Credit Risk Controller to support a specialist UK lender in the redevelopment of its Credit Risk Rating, Scorecard and ICAAP Stress Testing models. This is a hands-on modelling role focused on improving PD, LGD and Expected Loss methodologies across Asset Finance, Commercial Property … line with Basel 3.1 and PRA requirements. Key Responsibilities Redevelop and enhance Credit Risk Rating (CRR), Scorecard and Credit Risk models. Redevelop ICAAP Stress Testing models used for Pillar 2A and Pillar 2B assessments. Improve PD, LGD and Expected Loss methodologies across lending portfolios. Build product-specific risk ...

responsibilities Build and deploy predictive and credit risk models. Lead exploratory data analysis, feature engineering, model validation and monitoring. Develop forecasting, simulation and stress-testing models. Work with data engineering teams to create modelling-ready datasets using Snowflake. Ensure models and processes meet regulatory and governance standards. Collaborate ...