Credit Risk Model Validation - Contract

  • £500-800p/d
  • London, England, United Kingdom
  • Contract, Full time
  • HFG , EA Licence No: 14C7034
  • 10 Oct 17 2017-10-10

HFG have partnered with a number of leading European banks who are looking for contractors to help them with the validation of their IRB Models. The opportunities are based in the following locations:Paris, Madrid, Frankfurt, Amsterdam

  • The Credit Risk consultants should have strong experience in validating and implementing IRB models: CCF/EAD, LGD, PD.
  • Advanced skills in SAS / R
  • Strong background in statistical analysis
  • Minimum of 3+ years relevant credit risk modelling/validation experience
  • Fluency in either French, German, Dutch

For further information please call Antony Williams on 0207 220 1106