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AAA Rated Industrials   (5 year) - 5.22
AAA Rated Industrials (10 year) - 5.36
AAA Rated Industrials (15 year) - 5.46
AAA Rated Industrials (20 year) - 5.54
AAA Rated Industrials (25 year) - 5.60

BBB Rated Industrials   (5 year) - 5.82
BBB Rated Industrials (10 year) - 6.24
BBB Rated Industrials (15 year) - 6.50
BBB Rated Industrials (20 year) - 6.69

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Security Amount Ex-Div Date
AMY $0.04   Oct 17
BXT $0.62   Nov 19
CYCCP $0.15   Oct 16
DBY $0.07   Nov 21
EBB $0.70 IAD decreased from 0.7311 to 0.7000   Nov 26
EPK $0.62 IAD decreased from 0.6528 to 0.6250   Nov 26
JVI PR $0.08   Nov 26
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Credit Risk Modeller, UK-South East
Credit Risk Modeller
Location:   UK-South East  
Compensation:   55-70k + benefits  
Position Type:   Employee  
Employment type:   Full time  
Work permit req:   UK  
Updated:   08 Sep 2008  
eFC Ref no:   415436  
 


This is an exciting opportunity for someone with credit risk experience and strong statistical skills to move into a divisional oversight role.

You will be responsible for leading the validation of technical aspects of all credit scoring and other statistical based decision systems used in internal rating systems across the business units within retail banking. You must be an innovative thinker who can put their statistical expertise to practical use enabling the retail bank to become leaders in the field of ratings model development. You will also manage a small team of staff with expertise in model development and techniques. You will liaise between business unit and modelling teams ensuring a consistent approach to Basel. You must have more than 3 years in a credit risk management or credit model development team specifically validating models. You will need a good degree in a numerate discipline, preferably statistics and the ability to provide thought leadership in the statistical techniques appropriate to model development and validation. Experience of a statistical programming language (e.g. SAS) would be an advantage. The job holder must have the confidence to challenge peers and Senior Management where non compliance has been identified.

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Recruiter Ref:
308650

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