Description
Credit Risk, Data Analyst, Basel, PD, LGD, EAD, Models, Expected Loss, SAS, SQL, Business Objects, Investment Banking, London
My client, a leading investment bank requires an experienced credit risk data analyst to work on a project aimed at analysing and resolving the data quality issues surrounding their Credit Risk Model implementation. The successful candidate will come with an excellent knowledge and understanding of regulatory reporting and Basel 2 credit risk data processes. You will be experienced at running regular data quality KPIs. You must have a proven working knowledge of SQL, SAS and Business Objects. Some model development experience will also be required so candidates are expected to have an understanding of PD, LGD and EAD Expected Loss models.
Candidates must come from a Risk or Finance environment to be considered for this role.Aston Carter Ltd is acting as an Employment Business in relation to this vacancy.