Description
Credit Risk Modeller, Datamodelling, Credit Risk, IFRS9, Risk Calculation, Stockholm
There is a new role with an Investment Bank in Sweden, looking for a Quantitative Modeller to join their Credit Risk Modelling team, as part of a major IFRS9 implementation project.
This project is to implement IFRS9 accounting standards into their collective provision modelling and reporting processes.
You will be responsible for developing new Credit Risk models covering all exposure in order calculate provisions to the required standards.
This contract is initially 15 months, based in Stockholm. The client will provide daily subsidy for expenses, included in the advertise rate. This is an urgent hire.
Experience:
- Strong background and experience in Credit Risk Modelling
- Strong background in Mathematical Statistics
- Technical knowledge of SAS or SQL (preferably both)
- Experience delivering projects related to IFRS9 (preferred - not essential).
Rate is negotiable to £800 GBP (including expenses subsidy). This is for an initial 15 month contract.
Please apply to RLS-Search to be considered for this role.