Retail Credit Risk Modelling Consultant/Validation/SAS/R/French

FR  ‐ Onsite
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Description

Retail Credit Risk Modelling Consultant/Validation/SAS/R/German or French/RWA

Currently looking for fluent French or German speaking Retail Credit Risk Modelling Consultants for a project with a client in France or Germany.

Main tasks would be the following and more can be provided when you send your CV:

  • Assessment of Credit risk models (for PD, LGD and CCF) accuracy and performance
  • Development of PD, LGD and CCF Credit risk models
  • Validation of PD, LGD and CCF Credit risk models
  • Support in definition of strategy for IRB application and actual submission/roll-out
  • Definition of model management frameworks
  • RWA analysis
Start date
ASAP
Duration
3 months +
(extension possible)
From
McCabe & Barton
Published at
31.08.2017
Project ID:
1408567
Contract type
Freelance
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