Credit Risk Analyst - Definition of Default Exp
Posted Today by Lorien
Negotiable
Inside
Hybrid
Milton Keynes, Buckinghamshire
Summary: The role of Credit Risk Analyst - SAS Developer involves overseeing the execution and maintenance of credit impairment models and DoD engines within a large Financial Services company. The position requires extensive SAS experience and plays a crucial role in credit loss projections and stress testing exercises. The contract is initially for six months and requires in-office presence two times a week in Milton Keynes. The role is classified as inside IR35.
Key Responsibilities:
- Oversee engine execution to produce DoD model output
- On-going maintenance of existing DoD engine
- Support change process and implementation of new models
- Development of analytics dashboard, monitoring and MI reports
- Active engagement with other risk areas such as forecasting, portfolio management, collections etc.
- Preparing materials and presenting results to governance forum/committees
- Regular engagement with external auditors to support the successful completion of half-year and year-end audits.
Key Skills:
- Credit Risk Analyst
- IFRS 9 Experience
- SAS & SQL Experience
- Extensive experience working within the Financial Services Sector.
Salary (Rate): undetermined
City: Milton Keynes
Country: United Kingdom
Working Arrangements: hybrid
IR35 Status: inside IR35
Seniority Level: undetermined
Industry: Finance