Description
Credit Risk Modeller - Model Build using PowerCurve/Strategy Manager£ per day based in Yorkshire
My client is searching for a Credit Risk Modeller to build pre-designed IRB models using PowerCurve/Strategy Manager for a 3 month contract.
The roleholder have considerable experience of PowerCurve/Strategy Manager, which is required to assist with this IRB project, specifically with the build, unit and system test of new Basel models.
The new models (PD, EAD, LGD and RWA) have all been documented and the build designed. The contractor is required to build the models as specified using Experian's PowerCurve software, unit test all the models using PowerCurve's interactive tester and finally system test all the models using SAS.
Essentially I am looking for someone with an extensive working knowledge of PowerCurve (Strategy Manager) and SAS.
The client is based in Yorkshire and the rate is up to £500 per day for an immediate start (Jan-Feb).
If you are interested in this opportunity please forward your CV or for further information, you can contact me on the details below.
Sam O'Leary