Projektbeschreibung
Senior Credit Risk IRB Modeller - Halifax - 500-600 a Day - 3 Month Contract - Financial Services
Our Client a Financial Services company seeks to attract an accomplished risk modeller with strong modelling experience to join an established team in Yorkshire. You will be helping to lead a team across the IRB and Modelling workstream and be responsible for the development, monitoring and maintenance credit scorecards and Basel models across a range of products and portfolios.
Responsibilities:
- Ensure that models are in line with the regulatory guidelines
- Lead strategic model development projects, providing technical expertise and business knowledge to a team of credit risk specialists
- Using SAS help build PD & LGD models
- Monitoring and Validating IRB models.
Applicant requirements:
- A Degree in statistics, business finance, economics, mathematics, engineering or related field
- Financial services industry experience.
- Strong, proven SAS experience
- Proven experience of building and developing credit risk models (PD, LGD, EAD), including IRB modelling.
To discuss role in more detail please send in your CV or call Lukas Genever in complete confidence ASAP.
SAS Base, SAS Macro, Credit Risk, Analytical Experience, Modelling, Portfolio Management, IRB, PD, LGD, EAD, BASEL II, AIRB, Yorkshire, Halifax, scorecard, Validation, Monitoring,
Projektdetails
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Vertragsart:
Contract
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Berufserfahrung:
Keine Angabe
Geforderte Qualifikationen