Credit Risk Modeller, Banking, North, £250/£45k

Credit Risk Modeller,North England, Banking, IRB Models/Basel, £250 per day; £45-50k base salary + benefits + bonus

A key banking client in the North of England urgently requires a Credit Risk Modeller for an open vacancy in there team. The role is ultimately for a permanent person but they have the option to take on a temp-to-perm. The contract day rate is approx £250 per day; the permanent salary bandings are £45-50k base salary + benefits + bonus.

You will meet the following requirements:

2-3 years Credit Risk or Decision Science experience

Banking experience

Excellent statistical background (linear-logistic regression, scorecards development, GINI coefficient, KS statistics, decision trees, statistical analysis, hypothesis testing, forecasting, Stochastic processes using SAS)

Has developed IRB models (PD, EAD, LGD, point in time and downturn scenarios) not just simply implemented them.

Looking for a more senior role - a 'career' person

Ideally you will be local, but the manager will not rule out candidates who could genuinely relocate or travel to the site to work.

This is an excellent opportunity to further your credit risk knowledge and be involved in really interested IRB model development work.

If interested, please apply immediately with your latest CV.

Key Words: Credit Risk, Modeller, Models, Modelling, North, England, IRB, Internal Rating Based, Basel, PD, LGD, EAD, SAS, Statistics, Banking, Bank, Decision, Science, Scorecard, ScoringTo find out more about Orgtel please visit www.orgtel.com