Credit Risk Consultant (modelling/data/IT)

  • Negotiable
  • London, England, Großbritannien
  • Befristete Anstellung, Vollzeit
  • Charles Levick
  • 17 Nov 17 2017-11-17

My client is an international advisory organisation, which provides services to banks, insurance companies and investment management sector globally.

The ideal candidate will:

* PD, LGD and EAD modelling.
* Development of IT tools.
* IRB credit risk modelling.
* Working with large data bases.
* Validation of PD, LGD and CCF.
* Manage frameworks and analyse RWA.

Skills Required:

* Proficient knowledge of SAS, SQL and R.
* A deep knowledge of Excel and VBA (including macro coding).
* Knowledge of: Stata, Matlab, E-views and C++.
* Master in Finance, Financial Engineering or relevant.
* International work experience and education.
* Fluent in English and another EU language.