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Quantitative Validation- Credit Risk Modelling
Eingestellt von Real Staffing Group
Gesuchte Skills: Client
Projektbeschreibung
My Client, a top tier bank based in Canary Wharf are on the look out for experienced Quantitative Analyst for an initial 6 month contract paying up to £600/day. This is a role with the potential to extend past the initial 6 months.
The purpose of this role is to carry out quantitative validation on high materiality regulatory capital and decision scorecard models. This will cover retail and business banking areas.
You will be tasked with:
- Statistical testing of model performance
- test and rebuild model components to understand more fully its operation
- Assess model performance against model risk drivers
You will need to have the following experience/skills to be considered for this role:
- Extensive Technical Knowledge of retail Credit Risk Modelling
- Strong understanding of the model development
- Programming skills- ideally SAS
- Retail credit risk model validation experience preferred
- postgraduate qualification in quantitative discipline
Projektdetails
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Einsatzort:
City, 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