Credit Risk Modeller

Gauteng  ‐ Onsite
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Description

A Large Top 5 Bank in South Africa is in urgent need of an Credit Risk Modeler

Role is an urgent requirement needed in order to review, assess and enhance the banks wholesale credit risk models against IRB requirements.

Responsibilities/Background

  • Development & maintenance of PD, LGD, EAD models
  • Development & maintenance of Forecasting and Stress Testing models
  • Working knowledge of IRB models and SAS (desirable)

Send cvs in Asap

Start date
ASAP
Duration
12 months
From
JCW Search Ltd
Published at
30.10.2015
Project ID:
1010646
Contract type
Freelance
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