Credit Risk Modeller-Credit Risk Analyst-SAS-Basel-Data

London  ‐ Onsite
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Description

My client, a Top Tier Bank is looking for a Credit Risk Modeller to work on a number of mission critical regulatory work-stream's within Retail Credit Risk. The successful candidate will primarily work on the development and validation of PD, LGD and EAD models. They will also be tasked with ensuring regulatory compliance across the retail models as well as documenting the new models to the required standards. They will also be responsible for monitoring and calibrating the new models.

You must have

  • Developed and validated PD, LGD and EAD models
  • Understanding of Retail Credit Risk models from a regulatory perspective
  • Degree/Master Degree/PhD in a numerate discipline
  • Stakeholder engagement skills for dealing with technical committees

Allegis Group Limited and Aston Carter Limited operate Employment Businesses and Agencies and are companies within the Allegis Group Inc. group of companies, the fourth largest staffing company in the world, (collectively referred to as the "Allegis Group"). TEKsystems and Aerotek are divisions of Allegis Group Limited. Applicant data will be treated in accordance with the Allegis Group's Privacy Notice). By submitting personal data to any company or division within the Allegis Group, the applicant is providing explicit consent to the use of such data by the Allegis Group and to the transfer of such data to and from the Allegis Group companies within the UK, Europe and outside the European Economic Area in connection with the fulfilment of the applicant's voluntary requests, and the fulfilment of other job opportunities that match the applicant's profile, and confirms that they may be contacted about such job opportunities.

Start date
n.a
Duration
6 months
From
Aston Carter
Published at
15.06.2017
Project ID:
1361954
Contract type
Freelance
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