Description
Credit Risk Modeller
For one of our prestigious clients in Amsterdam we are seeking an experienced Credit Risk Modeller/
Data Analyst/Master Data Manager/Data Administrator with SAS experience to start on the 15th of February for a 4 month contract.
You will:
- Perform data assessment analysis
- Discuss data quality, usage and issues with data provider and business
- Report the data processing steps and data quality assessment
- Perform model backtesting (discrimination and calibration) analysis
- Perform other quantitative statistical analyses
- Discuss results of the quantitative analyses with all stakeholders
- Report the quantitative analyses carried out
- Document the model assumptions
- Support the implementation of the model by production of prototypes
Location: Amsterdam
Duration: 4 months
Rate: €50/hour all inclusive
For immediate consideration please contact Sanne Wouters or alternatively send an e-mail to (see below)