Description
Wholesale/Corporate Credit Risk Modeller - London - £Flexible Rate- 12 Month Contract - Banking
Our Client is looking for an experienced Wholesale/Corporate Credit Risk Modeller to join a company within the Financial Services, with a good background of building models based in London. You will be helping to lead a team across the Modelling workstream and be responsible for the development and monitoring of credit scorecards and Basel models across a range of products and portfolios.
Responsibilities:
- Ensure that models are in line with the regulatory guidelines
- Lead strategic model development projects, providing technical expertise and business knowledge to a team of credit risk specialists
- Validation and monitoring of existing models
- Using SAS help build PD, LGD and EAD models
Applicant requirements:
- Financial services industry experience.
- Strong, proven SAS experience
- Proven experience of building and developing wholesale/corporate credit risk models (PD, LGD, EAD)
To discuss role in more detail please send in your CV to (see below) or call Lukas Genever in complete confidence ASAP.
SAS Base, SAS Macro, Credit Risk, Analytical Experience, Modelling, Portfolio Management, IRB, PD, LGD, EAD, BASEL II, AIRB, London, Scorecard, Validation, Monitoring, Development