Description
Credit Risk Modeller, Banking, Halifax, PD/LGD/EAD/EL/IRBModels, £ per day
A key banking client in Halifax urgently requires a Risk Modeller with experience in developing and validating statistical models PD/LGD/EAD/EL/IRB, models on a 3 month rolling contract paying £ per day.
You will meet the following requirements:
Competent modelling skills using SAS 9.2+
Credit Risk development, validation and calibration modelling experience from scratch of Basel models (PD, LGD and EAD)
Development and modelling of rating models, consumer credit risk models or fraud risk models
Ideally an understanding of the IRB waiver
Retail banking background
This is an excellent team who are looking to take on a talented credit risk modeller. There are interview opportunities available immediately.
Please apply immediately with your latest CV.
Key Words: LGD, EAD, PD, Basel, Models, Modelling, Credit Risk, Banking, Halifax, Leeds, SAS, Statistics, Regression, BsC, MsC, Graduate, Rating, Scorecards, IRB, Consumer, Lending, Development, Conduct Risk, Senior, Capital, Compliance, IRB, Cards, Loans, Overdrafts