Credit Risk Stress Test Developer Credit Risk Stress Test Developer …

HRC Recruitment
in Glasgow, United Kingdom
Contract, Full time
Last application, 23 Nov 20
Excellent Daily Rate
HRC Recruitment
in Glasgow, United Kingdom
Contract, Full time
Last application, 23 Nov 20
Excellent Daily Rate
Posted by:
Chris Wilson • Recruiter
Posted by:
Chris Wilson
Recruiter
3 contracts to supplement BAU operations, taking the lead on complex modelling across retail and corporate books

Credit Risk Stress Test Developer

Contract

Competitive Daily Rate

Remote Working

 

HRC Recruitment are supporting a UK banking client recruiting Credit Risk Stress Test specialists to join their operation on a contract basis.

 

The contract roles will focus mainly on technical, complex statistical modelling to supplement the BAU operations, responsible for development and coding of credit stress test modelling, across a mixture of corporate and retail books.

 

Background of the Credit Risk Stress Test Developer:

  • In-depth knowledge of the regulatory environment in relation to credit stress tests (IFRS 9 and AIRB)
  • Education background in a quantitative discipline with an emphasis on mathematical / statistical modelling techniques, specifically time series and economic modelling
  • Extensive programming skills (SAS , R, Python)

 

For more information about this opportunity please contact Chris Wilson at HRC Recruitment Financial Services.

 

HRC Recruitment acts as both an employment business and employment agency. We are an equal opportunities employer

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