Dieses Jobangebot ist archiviert und steht nicht mehr zur Verfügung.
Vakante Jobangebote finden Sie unter Projekte.

Credit Risk Modeler - Tier 1 Investment Bank

Eingestellt von Alexander Ash Consulting Ltd

Gesuchte Skills: Matlab, Python, Engineering, Client

Projektbeschreibung

CREDIT RISK MODELER - TIER 1 INVESTMENT BANK

My client, a Tier 1 Investment Bank, is looking for a Credit Risk Modeler to join on a contract basis. The individual will preferably come from a Quantitative Development background and have good working knowledge in either R, Python or Matlab.

KEY REQUIREMENTS:

- Develop credit risk stress testing models (70%)
- Develop PD, LGD, EAD stress testing models, managing the development through technical committees with key stakeholders.
- Validate performance of new models.
- Document new models to required standards.
- Support model use (30%)
- Support
- PhD in a highly numerate discipline (Mathematics, Statistics, Physics, Engineering, Economics)
- Model Development background (preferred)
- Good knowledge and experience working with R, Matlab or Python.

Projektdetails

  • Vertragsart:

    Contract

  • Berufserfahrung:

    Keine Angabe

Geforderte Qualifikationen

Alexander Ash Consulting Ltd