Description
Credit Risk ModellerCredit Risk Modeller is immediately required by a leading bank on a three month rolling contract basis, and the position is available in The City of London.
The client desires a self-motivated and analytical Credit Risk Modeller with extensive commercial experience in risk across different areas including capital & impairment forecasting modelling, economic capital modelling and model validation.
The Credit Risk Modeller will oversee the design, development, validation and implementation of all aspects of the projects.
To be considered for the position the Credit Risk Modeller must meet the criteria below:
Management experience in banking or financial services
Postgraduate qualification in a maths, statistics, or economics
Knowledge of IFRS9, and requirements for all developments of new analytical or data solutions
Expert in forecasting with an appreciation of other areas of credit risk
Influential communicator with a tailored approach to managing stakeholders
Broad experience of statistical packages and/or programming languages (View, SAS, SPSS, R)
Experience of Markov chains and time series modelling highly desirable
If you are interested then apply immediately for the Credit Risk Modeller to avoid disappointment.
Keywords: Credit Risk, Modeller, Finance Modeller, Capital Modelling, Capital & Impairment, Forecasting, IFRS9, Data, SAS, SPSS, R, Econometric, Markov Chains, Financial Services, Banking, London.
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