Leading UK bank seeks an "expert" modelling analyst to work within the Basel II Credit Risk team to help design and prototype new rating tools to comply with Group Audit and FSA requirements.

The role will involve synthesis of complex numerical and expert-based datasets in order to develop working models and it is essential to have a good understanding of Loss Given Default (LGD) and Exposure At Default (EAD). A good working knowledge of Excel is required.

This is a high-profile role that will involve working with data modellers, quantitative analysts and business users and is a great opportunity to build on your existing skillset. Additionally, you may be required to test/prove models developed by other analysts.