Contract Credit Risk Modeller

Recruiter
Location
North West England
Salary
£400 - £600 per day
Posted
21 May 2014
Closes
18 Jun 2014
Ref
RE-12520471
Contact
Samuel O'Leary
Function
Finance
Contract Type
Contract
Hours
Full Time

Requirement:

End to end project to deliver a Secured PD model suite, to include application scorecards, behavioural scorecards and a regulatory calibration approach.

Desired skillsets:

Experience of secured IRB modelling
Delivery of analytical projects
Experience of secured IRB modelling
Scorecard development
Proficient in SAS