Credit Risk Data Modeller - London - Banking

Description

My client, a leading tier 1 global bank, is looking for Credit Risk Data Modellers to join their team in London. They are offering top end market rates on 6 month rolling contracts.

Role: Credit Risk Data Modellers (2xAVP's and 1xVP)

Rate: Top end market rates

Duration: 6 month rolling - long term view

Location: London

Develop credit risk database and datasets (80%)

Develop a new modelling database capturing internal and external data in single repository for use in the development of PD, EAD and LGD capital models

Build robust relational datasets for counterparty, exposure and collateral to be used as the basis for developing statistical models.

Remediate poor quality data and ensure faults are documented to be fed back upstream

Document new database infrastructure, tables and fields to the required quality.

Understand and deliver against control requirements as per policies for managing data and risk

Lead project planning activities, and co-ordination of work for the data team

Manage stakeholders (20%)

Maintain open dialogue with modellers, risk and validation teams on model development standards and data requirements.

2. Engage pro-actively with key stakeholders in the end-to-end credit cycle to ensure knowledge is captured and necessary remediation is undertaken in the required unit.

Essential Skills

Strong knowledge of database design and architecture, requirements of data input, validation and processing.

Very strong programming ability in SQL (Teradata, Oracle, SQL Server) and R

5+ years experience in credit risk data/modelling environment;

Experience working in/with a statistical or mathematical modelling team, particularly with building modelling datasets

Experience with producing high quality documentation for technical and non-technical audiences;

If you would like to know more about the position, please respond with an updated CV and I'll get back to you ASAP.

Many thanks,