Contract Credit Risk Modeller

North West England
£400 - £600 per day
21 May 2014
18 Jun 2014
RE-12520471
Samuel O'Leary
Finance
Contract
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