Description
SAS Credit Risk Modelling - London - a Day - 6 Month Contract - Financial Services
Our Client a Financial Services company seeks to attract an accomplished risk modeller with strong modelling experience to join an established team in London. You will lead and manage the loan/reserve models across a wholesale client portfolio driving control, validation and development across the Banks risk management model suite.
Responsibilities
Manage the loan loss models for wide range of Commercial lending products including factoring, leases and loans across the Bank, supporting the validation process
Help development of loss models
Ensure that models at in line with the regulatory guidelines
Identify opportunities and drive rationalization of loan loss
Drive governance around model changes or updates, and ensure approval at relevant Risk and Model committees; Support the Risk team on the quarterly reviews of Loss models
Support the Credit Risk team on assessments across Wholesale portfolio
Work with Credit Models team on to under performance of PD & LGD models
Applicant requirements
A Degree in statistics, business finance, economics, mathematics, engineering or related field
Financial services industry experience.
Experience modelling for risk with SAS, preferably loan losses or stress testing
In-depth experience in quantitative risk and risk models#
If you think you are the right person for the role APPLY by contacting me or by email
SAS Base, SAS Macro, Credit Risk, Analytical Experience, Modelling, Portfolio Management