Description
Credit Risk Modeller
A Credit Risk Modeller is required for a long term Regulatory Project with a Financial Services Provider.
The successful Credit Risk Modeller will have a degree in a numerate subject with strong analytical and statistical skills, as you will be responsible for building regulatory based models.
Key capabilities:
Strong SAS Programming skills
Background and knowledge in Credit Risk
PD, LGD, EAD, IRB modelling skills
Knowledge of Capital and Impairment Forecasting
If you have the relevant the skills please apply with an updated copy of your CV.