Credit Risk Modeller

Description

Credit Risk Modeller

As a Credit Risk Modeller you will be joining a large Financial Services Company to act as a lead in the development and validation of analytical and data solutions using statical and technical methods.

The chosen Credit Risk will be expected to have a strong statistical and analytical background, with SAS experience and an ability to manage multiple tasks.

Requirements:

3-5 years experience with SAS

Knowledge of IFRS9 requirements (desirable)

IRB modelling experience, PD or LGD (desirable)

Banking and Finance background

Strong communication skills

If you meet the criteria then please apply with an up to date copy of your CV.

KEYWORDS: CREDIT RISK MODELLER, CAPITAL AND IMPAIRMENT MODELLING, SAS, STATISTICS, IRB MODELLING, REPORTING, BANKING AND FINANCIAL SERVICES