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Senior Credit Risk Modelling Analyst

  • Full Time
  • Anywhere

Renault Group

Renault Group — UK

Company RCI FS Ltd UK Job Description Support the end-to-end development and implementation of credit risk models (PD, LGD, EAD) Support the back testing for IFRS9 (PD, LGD, EAD, SICR) and statistical forward-looking Models. Support Parameter Estimates for IFRS9 to ensure that the models are running as expected. Monitor the performance of the models and implement controls that help to prevent data…

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Working in UK

The United Kingdom of Great Britain and Northern Ireland, commonly known as the United Kingdom (UK) or Britain, is a country in northwestern Europe, off the coast of the continental mainland. It comprises England, Scotland, Wales and Northern Ireland, with a population of over 69 million in 2024. The UK includes the island of Great Britain, the north-eastern part of the island of Ireland, and most of the smaller islands within the British Isles, covering 94,354 square miles (244,376 km2). It shares a land border with the Republic of Ireland and is surrounded by the Atlantic Ocean, the North Se

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