Risk Modeller, Basel/PD/LGD/EAD Models, £550-600

Senior Credit Risk Modeller, Banking, Manchester, PD/IRB Models, £550-600 per day

A key banking client in Manchester urgently requires a senior Risk Modeller with experience in developing and validating statistical models in the PD and IRB suite for secured products, on a 3 month rolling contract paying £550-600 per day.

You will meet the following requirements:

Competent modelling skills using SAS

Developmeent of application scorecards, behavioural scorecards and a regulatory calibration approach.

Credit Risk development, validation and calibration modelling experience from scratch of Basel models (PD) for secured products (mortgages)

Development and modelling of rating models, consumer credit risk models or fraud risk models

Understanding of the IRB waiver

Retail banking background

This is an excellent team who are looking to take on a talented credit risk modeller. There are interview opportunities available immediately. Please apply immediately with your latest CV.

Key Words:
LGD, EAD, PD, Basel, Models, Modelling, Credit Risk, Banking, Manchester, SAS, Statistics, Regression, BsC, MsC, Rating, Scorecards, IRB, Consumer, Lending, Development, Risk, Senior, Capital, Compliance, IRB, Cards, Loans, Mortgages, North, Application, Behavioural