What’s the role?

Our client is seeking a Financial Risk Modelling Associate with two years post graduate experience working within financial services to assist them on an upcoming project.

 

Your day-to-day activities

  • Analysis of data, segmentation, or risk characteristic assessment for 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. Slotting models.
  • Ability to demonstrate whether their experience in specifically Retail or Non-Retail portfolios

 

Skills & Experience required:

  • 2 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