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Credit Risk Modelling - Contract

  • Location: France
  • Sector: Quantitative
  • Salary: £750 - £950 per day
  • Job type: Contract/Interim/Temporary
  • Date posted: 12/01/2018
  • Job reference: MAfcr
This vacancy has now expired.

A contract opportunity has arisen within a leading consultancy for a Credit Risk Modelling professional with at least three years of industry experience. The role will involve development, validation, and enhancement of PD, EAD, LGD, and loss forecasting models.

The role will involve working within a central banking environment alongside an experienced team of quant analysts and consultants.

Key Responsibilities will include

  • Development of credit risk/default indication models
  • Model validation
  • Strategy for IRB application
  • RWA analysis for regulatory requirements

The role requires candidates with a statistical or mathematical background, along with quantitative credit risk experience. Working knowledge and experience of one or more of R, SAS, VBA etc is also required.

The role is offering a strong daily rate in the range of £700 - £950 per day dependant on experience/level

French language and eligibility to work in France is also necessary

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