Description
Credit Risk Modeller - Yorkshire - PD / LGD / EAD / IRB Models - £ a Day - 3 Month Contract - Financial ServicesA key banking client requires a Credit Risk Modeller with experience in developing and validating IRB models on a 3 month rolling contract paying per day.
The successful role holder will be helping to lead a team across the IRB and Modelling workstream and be responsible for the development, monitoring and maintenance credit scorecards and Basel models across a range of products and portfolios.
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
- Ensure that models are in line with the regulatory guidelines
- An understanding of the IRB waiver is desirable
- Retail banking background
Please note you must have this experience to be considered.
If you are interested in this role, have any questions about this position or would like to register your interest in other SAS modelling contracts, please feel free to send your up to date CV or contact me on .
Samuel O'Leary
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, mortgages