Description
We are currently working with a leading financial services organisation who are recruiting for a credit risk modeller to support with their IFRS9 project. This is a critical role to work on their mortgages portfolio focusing on PD, LGD and EAD models. The initial contract would run for 3x months however it is highly likely to last longer given the work load.
This person should have the following experience:
- Credit risk modeller
- IFRS9 experience
- IRB modelling knowledge of PD, LGD and EAD with core focus on the probability default model
- Excellent knowledge of mortgages
- Must be eligible to work in the UK
Please contact Alex Kennedy to discuss the details.