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.
The Senior Modelling Analyst has:
- A quantitative background (at least at MSc level, ideally at PhD level) with a solid experience in quantitative finance
- Good knowledge of econometric model building and time series analysis
- Experienced in Matlab and SAS
- Excellent writing and communication skills