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

 

Next steps:

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