Credit Risk Modeller required.  My client is a leading bank in Denmark and they are embarking on a substantial redevelopment project of their credit risk models. We are looking for strong SAS orientated Credit Risk Modeller candidates for an exciting 3m rolling project where flexibility and strong rates + expenses are on offer for any EU based Credit Risk Modellers

YOU!

• An academic degree (MSc or PhD), preferably in econometrics, economics, statistics, or mathematics
• Extensive knowledge of both Basel and IFRS 9 models
• Extensive knowledge of and experience in developing expert based or statistical Credit Risk models for Retail Banking portfolios
• Extensive experience in using data modelling in SAS
• Experience in being a sparring partner/advisor to Senior Management

Additionally, you should have:

• Strong analytical, problem-solving, communication and execution skills
• An independent, creative and pro-active mind-set
• The ability to challenge the status quo
• great team player skills
• and of course you should be fluent in English (and Danish would be a bonus!)

If you are a strong SAS orientated Credit Risk Modeller – we would be very pleased to hear from you.

info@quantribute.com for the best credit risk modelling jobs