Senior Credit Risk Modeller
- Hiring Organisation
- Harnham - Data & Analytics Recruitment
- Location
- London, South East, England, United Kingdom
- Employment Type
- Contractor
- Contract Rate
- £500 - £550 per day
other specialist lending portfolios. The successful candidate will play a key role in strengthening model performance, risk sensitivity and regulatory compliance in 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 … Models or Scorecards. Strong knowledge of PD, LGD, EAD and Expected Loss modelling. Experience developing or enhancing ICAAP and Stress Testing models. Understanding of Basel, IRB and PRA regulatory frameworks. Experience within Asset Finance, Commercial Lending, Property Finance or specialist banking environments. Strong technical skills in Excel, SQL, Python ...