Credit Risk Quant Modeller - Quantribute
2035
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Credit Risk Quant Modeller

Contract
Amsterdam, Netherlands
Posted 2 weeks ago

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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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Job Features

Job CategoryBanking
Base Salary€Up to 950pd
Job Expiry10-31-2019

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