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Credit Risk IFRS9 Modeller
Eingestellt von Randstad Financial & Professional
Gesuchte Skills: Engineering, Sql, Client
Projektbeschreibung
Key responsibilities of the Credit Risk IFRS9 Modeller will include:
-Developing, documenting and calibrating credit risk models in line with IFRS9 accounting standards & regulatory requirements
-Supporting user understanding of models and investigate ad hoc queries
-Enhancing model management through automation and development of new approaches
-Validating performance of new models
-Addressing modelling queries from user community, looking at specific customer ratings and their calculation
The ideal candidate will possess the following attributes/skills:
-Strong academic background in a highly numerate discipline (Mathematics, Statistics, Physics, Engineering, Economics)
-Strong knowledge of applied statistics (eg regression analysis, reject inference, decision trees, cluster & time-series analysis)
-Experience of developing & applying statistical models
-Strong numerical programming ability using R and working experience with SQL
-Understanding of the quantitative techniques used in developing and validating PD models desired
If you have similar experience to that outlined above and are looking for a temporary opportunity within a progressive and dynamic environment, please forward your CV today.
Randstad Financial & Professional encourage applications from individuals of all ages & backgrounds. Appointment will be made on merit alone but candidates must be able to demonstrate their ability to work in the UK. Randstad Financial & Professional acts as an employment agency for permanent recruitment & an employment business for temporary recruitment as defined by the Conduct of Employment Agencies & Employment Business Regulations 2003
Projektdetails
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Einsatzort:
London, Vereinigtes Königreich
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Projektbeginn:
asap
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Projektdauer:
6 months
- Vertragsart:
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Berufserfahrung:
Keine Angabe
Geforderte Qualifikationen
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Kategorie:
IT Entwicklung, Ingenieurwesen/Technik