Credit Risk Modeller

London  ‐ Onsite
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Description

Credit Risk Modeller

A Credit Risk Modeller is required for a long term IFRS9 Regulatory Programme with a reputable Financial Services Provider with project work to run into 2017.

The successful Credit Risk Modeller will have a degree in a numerate subject with strong analytical and statistical skills, as you will be responsible for building IFRS9 models.

Key capabilities:

Strong SAS Programming skills

Background and knowledge in Credit Risk

PD, LGD, EAD, IRB modelling skills

Knowledge of Capital and Impairment Forecasting

Knowledge of IFRS9 (desirable)

If you have the relevant the skills please apply with an updated copy of your CV.

KEYWORDS: CREDIT RISK MODELLER, IFRS9, SAS, PD, LGD, EAD, IRB, FINANCIAL SERVICES

Start date
ASAP
Duration
6 months
From
Orgtel
Published at
05.07.2016
Project ID:
1160804
Contract type
Freelance
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