Description
Credit Risk Modeller
A Credit Risk Modeller is required for a long term IFRS9 Regulatory Programme with a reputable Financial Services Provider with project work to run into 2017.
The successful Credit Risk Modeller will have a degree in a numerate subject with strong analytical and statistical skills, as you will be responsible for building IFRS9 models.
Key capabilities:
Strong SAS Programming skills
Background and knowledge in Credit Risk
PD, LGD, EAD, IRB modelling skills
Knowledge of Capital and Impairment Forecasting
Model monitoring and validation experience
Knowledge of IFRS9 (desirable)
If you have the relevant the skills please apply with an updated copy of your CV.
KEYWORDS: CREDIT RISK MODELLER, IFRS9, SAS, PD, LGD, EAD, IRB, MODEL MONITORING, MODEL VALIDATION, FINANCIAL SERVICES