Description
This leading consultancy in Belgium has an urgent requirement for a Credit Risk Back Testing/Modelling expert to be based in Brussels! This will be an immediate start for a contract that will run through to January 2015.
Applicants should have the following skills:
Credit Risk
Back testing knowledge
Modelling tools such as EAD, PD, LGD
Monitoring
SAS
The role itself will be a hands on role that will incorporate all of the above: modelling, testing, monitoring, scorecarding with back testing the most important focus.
Please send all CV's to Matt Stevenson.