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