Description
My Client has an immediate requirement for a SAS Modeller to join their Credit Risk Modelling team which is responsible for the development and implementation of PD, LGD and EAD models across the bank's portfolio.
The ideal candidate will have an extensive background of structured application design and build within a SAS modelling environment. You must come with proven experience of working closely with quantitative analysts, modellers and business Representatives alike. A good knowledge of Banking products coupled with a solid understanding of complex credit risk models and methodologies including PD, LGD and EAD models is required.
Other technical skills required include a good understanding of database reporting technologies such as SQL, Business Objects, Oracle etc...
A Post Graduate degree in a mathematical or statistical subject is highly desirable as well as a SAS Institute (Advanced) Certification.
Aston Carter Ltd is acting as an Employment Business in relation to this vacancy.