Quantitative Validation- Credit Risk Modelling

London  ‐ Onsite
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Keywords

Description

Quantitative Validation-Credit Risk Modelling-Banking-Contract-£600/day-Canary Wharf

My Client, a top tier bank based in Canary Wharf are on the look out for experienced Quantitative Analyst for an initial 6 month contract paying up to £600/day. This is a role with the potential to extend past the initial 6 months.

The purpose of this role is to carry out quantitative validation on high materiality regulatory capital and decision scorecard models. This will cover retail and business banking areas.

You will be tasked with:

  • Statistical testing of model performance
  • test and rebuild model components to understand more fully its operation
  • Assess model performance against model risk drivers

You will need to have the following experience/skills to be considered for this role:

  • Extensive Technical Knowledge of retail Credit Risk Modelling
  • Strong understanding of the model development
  • Programming skills- ideally SAS
  • Retail credit risk model validation experience preferred
  • postgraduate qualification in quantitative discipline
Start date
ASAP
Duration
6 months
From
Real Staffing Group
Published at
23.07.2014
Project ID:
746488
Contract type
Freelance
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