Risk Modeller, Basel/PD/LGD/EAD Models, £600
Credit Risk Modeller, Banking, London, Basel/Capital/Impairment Models, £600 per day
A key banking client in London urgently requires a Senior Credit Risk Modeller with experience in capital and impairment models, as well as consumer lending scorecard modelling experience on a 6 month rolling contract paying £600 per day.
You will meet the following requirements:
Competent modelling skills using SAS
Credit Risk modelling experience from scratch of Basel models (PD, LGD and EAD), capital and impairment models or IFRS models
Credit Risk modelling experience of IRB models
Consumer lending scorecard development and modelling experience
Ideally development and modelling of rating models
Retail banking background: product knowledge in mortgages, cards, loans or overdrafts
This is an excellent team who are looking to take on a talented credit risk modeller. There are interview opportunities available immediately. Please apply immediately with your latest CV.
Key Words: LGD, EAD, PD, Basel, Models, Modelling, Credit Risk, Banking, London, SAS, Statistics, Regression, BsC, MsC, Graduate, Rating, Scorecards, IRB, Consumer, Lending, Development, Mortgages, Senior, Capital, Impairment, IRB, Cards, Loans, Overdrafts
To find out more about Orgtel please visit www.orgtel.com