Risk Modelling Consultant-12month Contract-£400 - West Yorkshire

Risk Modeller/Risk Consultant- West Yorkshire - Market leading organisation - £400 - 12 month contract - start date ASAP - urgent requirement

Excellent longer-term contract opportunity for a competent Risk Modeller/Risk Consultant with excellent PD, LGD model build and development experience - You will be responsible for critical model build, development and maintenance of an IRB modelling approach for Basel II retail Credit Risk (PD, EAD, LGD) within this market leading organisation, enhancing the modelling capabilities, and support a wider range of statistical modelling.

Working with a team of permanent employees, this role offers a SME (subject Matter Expect) to consult the onsite team in modelling best practice and techniques, driving the IRB modelling approach for Basel II throughout the organisation

ROLE:

- Model build, development and maintenance of an IRB modelling approach for Basel II retail Credit Risk (PD, EAD, LGD).
- Provide technical expertise and knowledge regarding model development, review, validation, monitoring and stress testing
- Review and provide opinions on the quantitative and qualitative elements of the model development/approval/validation/stress testing of all credit risk models
- Estimate the effect of assumptions and/or constraints by performing impact and sensitivity analysis on models as required;
- Engage with key stakeholders and 3rd parties.
- Work closely with the Portfolio team and in the second year of joining this company, the successful candidate has the opportunity to further develop their Portfolio Risk skills by monitoring, managing, and increasing the portfolio.

EXPERIENCE REQUIRED:

- Financial Services experience
- Proven experience of building and developing credit risk models (PD, LGD, EAD), including scorecards and IRB
- Stress testing and forecasting, and the policies and procedures related to model governance.
- Good/Excellent knowledge of Financial Services Regulations and in particular Basel II/Basel III/CRD IV
- Understanding of the overall credit risk management life cycle and associated credit risk and the policies, procedures and strategies employed to manage this risk.
- Proven track record of delivery on credit risk model projects including the ability to influence and manage senior stakeholders.
- Understanding of the Credit Risk life cycle and wider credit risk activities
- Excellent SAS skills

This urgent, longer-term contract opportunity offers a competent Risk Modeller/Risk Consultant with excellent PD, LGD model build and development experience longevity, a good rate of £400 daily, and an excellent location in West Yorkshire.

This role is one not to be missed!

For further information please send an updated CV ASAP; interviews are taking place this week, with a start date ASAP.