Credit Risk Modelling Team Leader – Non-Retail IRB Models

Posted 2 weeks ago

Let's Quantribute

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.

Great opportunity for the best quant jobs

Job Features

Job CategoryBanking
Base Salary€Excellent Daily Rate
Job Expiry2019-12-31

Apply Online

A valid email address is required.
No Comments

Sorry, the comment form is closed at this time.