Description
Modelling Analyst, SAS, SQL PD/LGD/EAD
I have a great opportunity available for a Quantitative Modelling Analyst. You will be the expert modelling specialist working together with a team of modelling expert creating and improving credit risk models. My client A Multinational Bank based in Amsterdam. The ideal candidate will have knowledge about Risk Management (Basel II&III), knowledge of corporate lending, rating processes and an understanding of PD, EAD & LGD models and can translate models into solutions for the development department (SAS). The data is coming from multiple levels in the Business. It is a very challenging project. We are looking at a minimum contract length of 12 month. Language within the team in English.