Credit Risk Modelling Team Leader - Non-Retail IRB Models - Quantribute
2474
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Credit Risk Modelling Team Leader – Non-Retail IRB Models

Contract
Utrecht
Posted 2 weeks ago

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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

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Job Features

Job CategoryBanking
Base Salary€Excellent Daily Rate
Job Expiry10-31-2019

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