Credit Risk Modeller – Matlab – Leading Bank
My client is a leading financial services institution in Paris, working with leading French businesses helping them to succeed and prosper. As a leading financier and provider of liquidity, it is rapidly enhancing it’s status as a centre of excellence in their respective field fully supported by the European Banking Authority.
Their Quantitative Modelling team seeks Credit Risk Modeller / Credit Risk Quant freelancers to assist on credit risk modelling development for a one year contract.
- Helping to develop and maintain the PD and LGD models
- LGD in Default – ELBE
- Retail and Corporate portfolios
- Design and development of new models
- Regulatory environment based on Basel 2/3, IFRS 9
- The technical environment is based on Matlab and R, however, we are seeking contractors comfortable working predominantly with Matlab for this mission
Whilst French speakers would be ideal/better suited, non-French speakers could be considered if they show considerable skills.
|Base Salary||€ Highly Competitive Daily Rate|