Description
Credit Risk Modeller - SAS (contract) - Yorkshire - £460 p/dayI am currently assisting our Financial Services client based in Yorkshire with a contract requirement for an experienced Credit Risk SAS Modeller for an initial 6 month duration.
THE ROLE:
You will be supporting the construction, monitoring and maintenance of Credit Risk models, including IRB, IFRS 9, Impairment and Application Scorecards.
EXPERIENCE:
> 5 + years experience of building Credit Risk Models / scorecards (e.g. application scorecards, behavioural scorecards, provision models, stress testing, PD/EAD/LGD models).
> Experience documenting modelling and monitoring standards.
> Strong SAS Development / Programming skills.
> Ideally experience of developing IRB / IFRS 9 compliant models.
This role is an excellent opportunity to gain exposure on an IFRS 9 / IRB modelling contract.
Please submit your CV profile via the link or call Chris Wilcox on .