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