Credit Risk Analyst

Description:

I am working with a Central Government Department who are looking for a number of Credit Risk Analysts to work in Central London.

The roles are full time, to start ASAP and will run for 12 months.

The day rate is very desirable and inside IR35. The role is hybrid (2 days in the office and 3 days at home)

This is a technical role. You will have responsibility to:

Critically review firms' mortgage credit risk models against the IRB requirements and make recommendations to senior PRA committees.
Scope and lead on-site visits to regulated firms coupled with desk-based reviews of documentation, develop conclusions and write reports and present results to senior PRA partners.Role Requirements

Minimum Criteria:

Significant experience of mortgage credit model development and/or validation, gained within one or more firms with a significant mortgage lending business, a consultancy or a regulator.
Excellent knowledge of the main techniques used to develop mortgage IRB models, including of relevant IRB requirements (e.g. CRR, Supervisory Statements) and guidance, and of the supporting governance and validation processes that need to be in place to support the models.Essential Criteria:

A consistent track record of working independently, or as part of a team, to deliver against hard deadlines.
Ability to clearly and concisely communicate the results of quantitative analysis to both senior technical and non-technical audiences both verbally and in writing.
A proven ability to work across boundaries effectively and engage collaboratively with staff at all levels.
A demonstrated dedication to diversity and inclusion.
Quantitative skills gained in relevant roles.Desirable Criteria

Significant experience of wholesale credit model development and/or validation and excellent knowledge of the main techniques used to develop wholesale IRB models, gained within one or more firms with a significant mortgage lending business, a consultancy or a regulator.
A good understanding of how credit risk models are used within a bank's retail or wholesale credit risk function.
Good knowledge of the main techniques used in the stress testing of credit risk capital requirements.Please only apply for this role if you are an experienced Credit Risk Analyst and match all the essential criteria as mentioned above.

Please contact Charlotte Townend at Eden Brown Synergy for further details.

Thank you

Eden Brown Synergy is an equal opportunities employer.

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