Description
Senior Risk Modeller
A Tier 1 Bank are looking for a Senior Risk Modeller to join their team for an initial 12 month contract to support their Basel III Reform programme.
The successful Senior Risk Modeller will be responsible for the redevelopment of the Bank's Basel models in line with regulatory requirements, internal standards and submissions to the PRA.
Experience Required:
- Knowledge of Capital Requirements Regulation (CRR) and supervisory statements relating to rating system/model design and PRA Basel model submissions
- Experience building PD, EAD & LGD models for AIRB portfolios
- SAS programming experience
- Background in Credit Risk within Banking
- Degree in a quantitative discipline
If you have the required experience for this Senior Risk Modeller opportunity, please apply with an updated copy of your CV.
KEYWORDS: SENIOR RISK MODELLER, PD, LGD, EAD, SAS PROGRAMMING, BASEL, AIRB, CAPITAL REQUIREMENTS REGULATION, CREDIT RISK, BANKING
Orgtel, a trading division of SThree Partnership LLP is acting as an Employment Business in relation to this vacancy