I have an exciting opportunity for a credit risk modeller to join a major banking client in the city.

• Permanent role
• Up to £50,000 + package
• 2 days per week in the office
• Reputable, inclusive employer

Key responsibilities:

• Be part of a team building PD models and scorecard analysis
• Gain retail and commercial exposure

Person requirements:

• Proficiency in SAS is essential - Python is a bonus
• Experience with IRB, PG, LGD, EAD or pricing models
• Numerate degree

There is an immediate requirement for any experience of corporate PD modelling, EBA models and CRD4.