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Credit Risk Consultant (modelling/data/IT)
Ad number 3061108, visitors 825
Placed: 30/11/17 Region: London
Location: London
Category: Jobs
Content of the advertisement:
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
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Credit Risk Consultant (modelling/data/IT)
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