Quantitative Analyst - Credit Modelling

London  ‐ Onsite
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Description

Quantitative Analyst - Credit Modelling

My client and global bank is currently recruiting for 2 interim Quantitative Analyst. The role reports to the Head of Credit Model Risk, and the team is responsible for independent quantitative analysis to support the management of approval process surrounding the development, calibration and validation of all Wholesale and Retail Credit Models.

The successful candidate will have the following experience:

  • Support the review and validation of assigned Wholesale and Retail Credit Risk models used within the bank to support both internal management of the bank's financial resources and external disclosure of the same. These Credit Models include, but are not limited to, Pillar 1 IRB, Stress testing, Economic Capital, Operational Scorecard, IAS39 provision models, Credit Pricing models & IFRS 9It is essential you have statistical analysis (regression modelling, time series) experience.
  • Credit Risk Modelling experience and SAS
  • Support the maintenance of model risk reporting and summary of model risks across all Credit Risk Models

For more information please contact Lucas Howman or email your CV to (see below)

Start date
ASAP
Duration
6 months +
(extension possible)
From
La Fosse Associates Limited
Published at
03.06.2016
Project ID:
1141767
Contract type
Freelance
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