Description
Credit Risk Modeller
A Credit Risk Modeller is urgently required to join a Wholesale Credit Risk Modelling team at a Tier 1 Bank for a Brexit Strategy project.
Skills Required:
- PD/LGD/EAD modelling in wholesale credit risk
- Good model documentation writing skills
- Understanding of data sources, model data quality, model development approaches and standards
- Proficiency in manipulation of large data sets and excellent understanding of credit risk related data
- Advanced SAS programming skills
- Desirable degree level in Math (or equivalent)/Science/Engineering discipline)
If you have the relevant experience for this Credit Risk Modeller opportunity, then please apply with an updated copy of your CV and get in touch.
KEYWORDS: CREDIT RISK MODELLER, WHOLESALE, PD, LGD, EAD MODELLING, SAS PROGRAMMING, DOCUMENTATION, DATA SOURCES, DATA QUALITY, DATA MANIPULATION, FINANCIAL SERVICES