Description
SAS, Mathematics, Wholesale Models, Quant, Analyst, formulas,SAS, Mathematics, Wholesale Models, Quant, Analyst, formulas.
Wholesale Models Analyst/SAS Data modeller required urgently for a leading bank based in London. This is an fantastic 12 months contract paying up to £550pd.
The successful candidate will take responsibility for carrying out the detailed analysis that supports the development, regular review and monitoring of PD, EAD and LGD models specifically to meet the impairment requirements of IFRS9: defining the scope and application of models, performing regression analysis, writing model development and validation documentation, ensuring all aspects of model delivery comply with regulatory and internal policy requirements, and acting as an expert resource in the fields of risk quantification and modelling.
Ideally, you will have the following skills:
- Wholesale modelling experience
- SAS Analytics
- Mathematics/Statistics background
Please apply for immediate consideration or contact Natasha Mehay.