Statistical Modeller (Credit Risk modelling)

London  ‐ Onsite
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Keywords

Description

A large financial services Client is looking for an experienced Statistical Modeller with exceptional knowledge of applied statistics analysis methods.

The Ideal candidate will come from a strong Quantitative analytics background with strong Credit risk model development skills and experience at a senior level. Due to the critical nature of this role candidates will be preferred to have a minimum of an Msc in a mathematical discipline (or equivalent)

Responsibilities include:

  • Develop new LGD & EAD Credit risk Models
  • Strong SAS/SQL knowledge
  • Interacting with Key stakeholders & Technical Commitees
  • Produce high quality documentation of models, results & Presentations

Preferred Background:

  • PHD in Mathematics/Statistics
  • Strong Regression Analysis/time series/decision tress etc
  • Experience in handling large datasets
Start date
ASAP
Duration
6 months initial
From
JCW Search Ltd
Published at
30.09.2014
Project ID:
782994
Contract type
Freelance
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