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Title: IRB credit risk modeler (up to 3-4 FTE)
Location: London (remote/hybrid)
Duration: 6 months (scope to extend)
Rate: Flexible
Summary:
This vacancy will be responsible for IRB credit risk model development within continental Europe. The vacancy holder needs to have a good understanding of modelling, IRB regulation, products, risk data flows from customer and product systems as well as strong coding skills in SAS and Python. There is a need to work with several stakeholders within the Bank to ensure compliant and fit for purpose model development.
Qualifications:
Academic qualifications that give a strong background in quantitative analysis, regulation and credit risk.
Experience required:
Skills:
If you meet the above criteria, please apply for the position to be considered. Depending on the response, we may not be able to get through all applications. If you have not been contacted within 2 weeks, please consider yourself as unsuccessful on this occasion.
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