Description
Credit Risk Modeller
A Credit Risk Modeller is required for a long term Regulatory Project with a Financial Services Provider.
The successful Credit Risk Modeller will have a degree in a numerate subject with strong analytical and statistical skills, as you will be responsible for building regulatory based models.
Key capabilities:
- Strong SAS Programming skills
- Background and knowledge in Credit Risk
- PD, LGD, EAD, IRB modelling skills
- Knowledge of Capital and Impairment Forecasting
If you have the relevant the skills please apply with an updated copy of your CV.