Description
Risk Modeller/SAS Modeller - Major Banking/Financial Services Organisation - Northampton/Swindon
Advantage Resourcing have a fantastic opportunity for a highly experienced Risk Modeller to work with our client, a major Banking/Financial Services organisation. There is an option for the candidate can be based in Northampton. The role is offering an initial 3+ month contract.
The role: A number of roles within the IRB Modelling team have become vacant over the last month. There are a number of high-priority projects which they are required to deliver to tight timescales and additional resource is required short-term to support this whilst these roles are back-filled.
Purpose of role: Additional resource is required in support of developing IRB and IFRS9 models for the organisation.
Daily activities:
*Extensive model development
*Extensive data manipulation
*Extensive statistical analysis
*Extensive quality checking
*Extensive documentation.
Key skills/experience required:
*Excellent IRB (Internal Ratings Based) model development record
*Substantial experience of working with credit risk
*Sound understanding and working knowledge of IFRS 9 as an International Financial Reporting Standard (IFRS)
*Highly competent with SAS modelling
*Very strong analytical skills
*Excellent communication and stakeholder management skills
*Experience with Monte Carlo Simulation is desired
The role presents an ideal opportunity for a modeller with experience in credit risk to work on a major project within a well known Banking/Financial Services Organisation on an attractive daily rate.
Submit your CV now to be considered for this fantastic contract opportunity. Matthew Jones is the consultant managing this assignment and can be contacted on (see below). Due to the high volume of applications received, feedback can not always be given.
Advantage Resourcing is a service driven recruitment consultancy.