Wholesale Credit Risk BA - £650/day - 6 months rolling
London, England, Großbritannien
The wholesale credit risk group develop models for capital (Basel), impairment (IAS39/37, IFRS9), and stress testing (CCAR, PRA, EBA). Model outputs are utilised across a range of risk metrics, including RWA, pricing, economic capital, and for credit sanctioning.
- Supporting the design and implementation of consistent and robust wholesale Credit Risk systems and processes.
- Domain expertise in wholesale PD, LGD, EAD (preferred)
- Expertise in data analysis – regression testing, large volume data comparisons, understanding relationships in the underlying data
- University graduate in Finance, computer science or numerated related disciplines
- High level of expertise in VBA, Excel, Access, PowerPoint, Visio and MSProject (or equivalent)