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
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