Description
Role:
- To support the current Project plan which needs to be delivered - to adapt the models to be compliant to recent regulatory changes.
- Specifically focusing on looking at IRB capital LGD models.
Requirements:
- Worked on advanced IRB models
- Mortgage LGD models
- SAS, SQL and Excel
- Previous work on LTD models is essential - Experienced pulling and cleansing data and developing mortgage LTD models.