Description
My financial services client is looking to recruit a number of experienced credit risk modelling consultants for a large scale project in the Retail credit risk team.6 month contract
£400 - £550 Daily rate
Dublin or Belfast Based
Immediate starter (Must be able to start in the next 4 weeks)
Following on the development of a new LGD models, a project has been launched to develop a complementary suite of provisions models for both provisions estimation and provisions forecasting.
The role would be to
- Develop models that accurately forecast the bad debt charge for the clients mortgage portfolio throughout the economic cycle
- Build on capital LGD model structures to develop appropriate provisions estimation approaches
- Support the development of cure, haircut, cost and other component models of a mortgage provisions model
- Contribute to the development of best estimate PD models used for latent provision estimation
- Support the development of mortgage provisions forecasting models used in the planning cycle
- Document all aspects of model development activities
- Analyse and solve other modeling challenges as they arise
- Build and run the new suite of provisions models on a SAS platform
- Build and run a new suite of provisions forecasting models on a SAS platform
Experience required
Strong proven Credit risk experience
5+ years SAS, Excel and SQL experience
A quantitative primary degree or equivalent is essential.
Credit Risk Modeling experience (PD, EAD, LGD)
Strong analytically minded, with good problem solving skills
Good communicator, both written and verbal
Proven stakeholder management experience
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