Credit Risk Modeller

London  ‐ Onsite
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Description

Quantitative Analyst, Credit Risk, Models, modelling, PD, LGD, EAD, Wholesale Credit Risk, Statistics, model development, stakeholder, London.

Opportunity for a Credit Risk Quantitative Analyst to work within Wholesale Credit Risk on the development of PD, LGD and EAD models within a large Investment Bank. The successful candidate will be tasked with ensuring regulatory compliance across the wholesale models, developing and documenting the new models the required standards. They will also be responsible for monitoring and calibration.

You must have

  • Developed and validated PD, LGD and EAD models
  • Understanding of Wholesale Credit Risk models
  • Master/PHD in a numerate discipline
  • Strong Technical Skills

Allegis Group Limited and Aston Carter Limited operate Employment Businesses and Agencies and are companies within the Allegis Group Inc. group of companies, the fourth largest staffing company in the world, (collectively referred to as the "Allegis Group"). TEKsystems and Aerotek are divisions of Allegis Group Limited. Applicant data will be treated in accordance with the Allegis Group's Privacy Notice ). By submitting personal data to any company or division within the Allegis Group, the applicant is providing explicit consent to the use of such data by the Allegis Group and to the transfer of such data to and from the Allegis Group companies within the UK, Europe and outside the European Economic Area in connection with the fulfilment of the applicant's voluntary requests, and the fulfilment of other job opportunities that match the applicant's profile, and confirms that they may be contacted about such job opportunities.

Start date
ASAP
Duration
6 months
From
Aston Carter
Published at
30.06.2016
Project ID:
1157609
Contract type
Freelance
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