SAS Credit Risk Modeller

Wiltshire  ‐ Onsite
This project has been archived and is not accepting more applications.
Browse open projects on our job board.

Keywords

Description

SAS Credit Risk Modeller

We are currently looking to resource an experience SAS credit Risk Modeller to work for a large financial services company along the M4 Corridor. you will be joining an existing team of SAS credit Risk Modellers who are supporting several high priority deliverables including the development of models to support operational decisioning and IRB.

Purpose of the role

  • Development of credit risk scorecard models to support Basel II IRB, and operational decisions.
  • Maintenance of existing model suite, including ad hoc analysis and resolution of queries around the capital and provision models.
  • Development of credit risk scorecard models.
  • Ad hoc credit risk analysis using SAS.
  • Management, mentoring and knowledge transfer to existing team members.

Skills and experience

  • Credit risk,
  • SAS,
  • scorecard model development,
  • Basel II IRB.
Start date
ASAP
Duration
9-12 months
From
Sanderson Recruitment Plc
Published at
26.07.2012
Project ID:
397645
Contract type
Freelance
To apply to this project you must log in.
Register