Description
Senior Credit Risk Modeller - Contract requirement
On behalf of our client a leading financial services company, we are currently recruiting a Senior Credit Risk Modeller. The contract duration will be 6 months and will be based in the North West.
They are looking for a Risk Modelling contractor (IRB) who is required to support the Senior Risk Manager within a reputable Financial Services organisation. As the SME you will be required to review and develop IRB models, firstly reviewing LGD and PD models, undertake gap analysis when/where necessary, and advise on the need to raise the standard of models or redevelop models to become IRB compliant.
Experience required:
- Excellent analytical ability with strong understanding of statistical principles
- In depth knowledge and background in credit risk analysis
- Scorecard/model development experience with understanding of PD and LGD models
- Technically capable using SAS
Please contact Alex Kennedy for more details.