Credit Risk Modelling Team Leader – Non-Retail IRB Models
We are seeking an experienced non-Retail IRB Credit Risk Modellers who has Team Leading experience to assist in the redevelopment of existing Credit Risk models and provide mentoring to junior permanent staff members.
Programming languages used are predominantly SAS (being a SAS house), but experience of Python is highly desirable as new initiatives are developed.
- Data extraction and pre-processing
- Modular model development
- User acceptance testing
- Model performance assessments
- Production of model monitoring reports
6 month contract. Excellent daily rate + expenses + some remote work possible.
firstname.lastname@example.org for the best quant jobs
|Base Salary||€Excellent Daily Rate|