SAS Modeller

  • GBP550 - GBP800 per day
  • London, England, United Kingdom
  • Contract, Full time
  • Aston Carter Ltd
  • 09 Sep 16

SAS Modeller, Credit Risk, PD, LGD, EAD, Probability of Default, Loss Given Default, Exposure at Defalt, Wholesale, Retail, SAS, SQL, Banking, London

My Client has an immediate requirement for a SAS Modeller to join their Credit Risk Modelling team which is responsible for the development and implementation of PD, LGD and EAD models across the bank's portfolio.

The ideal candidate will have an extensive background of structured application design and build within a SAS modelling environment. You must come with proven experience of working closely with quantitative analysts, modellers and business Representatives alike.

A good knowledge of Banking products coupled with a solid understanding of complex credit risk models and methodologies including PD, LGD and EAD models is required.

Other technical skills required include a good understanding of database reporting technologies such as SQL, Business Objects, Oracle etc... A Post Graduate degree in a mathematical or statistical subject is highly desirable as well as a SAS Institute (Advanced) Certification.

Allegis Group Limited and Aston Carter Limited operate Employment Businesses and Agencies and are companies within the Allegis Group Inc. group of companies, the fourth largest staffing company in the world, (collectively referred to as the "Allegis Group"). TEKsystems and Aerotek are divisions of Allegis Group Limited. Applicant data will be treated in accordance with the Allegis Group's Privacy Notice By submitting personal data to any company or division within the Allegis Group, the applicant is providing explicit consent to the use of such data by the Allegis Group and to the transfer of such data to and from the Allegis Group companies within the UK, Europe and outside the European Economic Area in connection with the fulfilment of the applicant's voluntary requests, and the fulfilment of other job opportunities that match the applicant's profile, and confirms that they may be contacted about such job opportunities.