Description
Our client, an international consultancy, are urgently seeking an experienced Credit Risk Manager to join them on a 10 week assignment in Barcelona, Spain, starting Monday next week! The ideal candidate will have a minimum 5 years experience in Credit Risk modelling and validation within PD, LGD and CCF models, have a strong database management experience and strong SAS and VBA skills. On top of this - you need to be a fluent Spanish speaker.
Key Responsibilities:
- Credit risk modelling (PD, LGD, CCF)
- Credit risk models validations
- RWA impact analysis
- Definition of model management frameworks
Key Skills:
- Proficiency in English and Spanish (C2 level)
- Strong SAS, R experience
- Advanced Excel and VBA programming experience
- Knowledge of relevant regulations affecting financial institutions