Credit Risk Quant Modeller
We are seeking experienced Credit Risk Modellers with a primary focus on end to end PD and LGD modelling in both Retail and Corporate portfolios for a contract role based in Amsterdam.
We are seeking experienced Credit Risk Modellers with a primary focus on end to end PD and LGD modelling in both Retail and Corporate portfolios. A minimum of 5 years’ relevant experience is required and applicants must be highly proficient in SAS and either Python or R. The project will be staggered and applicants can be on-boarded immediately or they can start in Q2/Q3 2019.
- Data extraction and pre-processing
- Modular model development
- User acceptance testing
- Model performance assessments
- Production of model monitoring reports
- Salary: Excellent daily rate plus expenses
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|Base Salary||€Up to 950pd|