Description
My Financial Services client in The Midlands urgently requires a Credit Risk IRB Modeller to join their growing team on an initial 6 month contract to assist in the development of IRB Models for their Mortgage Portfolio.
You will be leading a small team of Analysts developing IRB Models and mentoring Junior IRB Modellers. You must have recent Mortgages experience and be willing to actively build these models. You will understand what approaches, components and characteristic's should be used for these models to be compliant and effective.
The following is required:
- Recent Mortgages experience (within the last 3-5 years) and a detailed understanding of the regulations
- In depth understanding of Retail Credit Risk Models/IRB Models for Mortgages
- Extensive experience working within Retail Credit Risk
- Excellent SAS skills or equivalent Statistical Software
Rate: Up to £600/day
Duration: 12 months+
Location: Midlands
This is an exciting opportunity with extensions available to the right Credit Risk IRB Modeller so please apply if you meet ALL of the above criteria as interviews are to take place immediately.