What’s the role?
Our client is seeking a Financial Risk Modelling Consultant with five years post graduate experience working within financial services to assist them on an upcoming project.
Your day-to-day activities
Lead the development or validation of:
- Credit decision scorecard, application scorecard, Probability of default (PD) models. Loss given default (LGD) model, covering IFRS 9 impairment or IRB capital and slotting models.
- Working with business owner and data teams to gather model specification and data requirements aligned with latest definition of default requirements.
- Writing documentation to PRA standards or reviewing decimation with PRA SS, EBA RTS or CRR requirements in mind
- Presenting at Model Approval committee
- Discussing model strengths and weaknesses of models with model validation function, or as part of the model validation team liaising with the model team to discuss findings.
- Will be able to demonstrate whether their experience in specifically Retail or Non-Retail portfolios
Skills & Experience required:
- 5+ years’ experience working within a financial services environment
- A First Degree, Masters, or PhD in a quantitative subject such as Maths, Physics, Engineering, Operational Research, or Economics with Statistics.
- Proficient in Python required
- R preferred
- SAS desirable but not essential
To express your interest in this opportunity, don’t delay; please click apply now.
Tell me more
- Location: Remote
- Rate: Negotiable
- Work Pattern: Standard business hours
- Start Dates: ASAP
- Duration: 6 months with the chance of extension