Description
Modelling Business Analyst IT,SAS, SQL PD/LGD/EAD
I have a great opportunity available for a Quantitative Modelling Business Analyst. You will be the link between the modelling department and the IT/Developers. My client A Multinational Bank is building a Credit Risk Datawarehouse. The ideal candidate will have knowledge about Risk Management (Basel II&III), knowledge of corporate lending, rating processes and an understanding of PD, EAD & LGD models and can translate models into solutions for the development department (SAS). The data is coming from multiple levels in the Business. The challenge is connecting the different credit risk data together that is feeding into the Datawarehouse from different Credit Risk Applications. It is a very challenging project. We are looking at a minimum contract length of 12 month. Language within the team and most of the documentation is Dutch.