Description
Credit Modelling - SME - Beijing, China - 3/6 month
Currently working with an important client who are seeking for a credit modelling SME to join their team.
Essential Technical Skills
. Development of Internal Ratings Based (IRB) models covering PD, LGD and EAD models for Credit Risk of non-retail portfolio.
. Good understanding of CRR and other EU regulatory requirements for IRB credit models
. Programming knowledge (either SAS/SQL, MatLab, R etc.)
Please let me know if you're interested or might know a suitable person. (see below)