My client are a Niche Consultancy specialising in Quantitative Risk Management. They are in the process of expanding their Credit Risk Management. They are looking to bring on a talented credit risk modeller with expertise in SAS programming to work on projects related to Model Validation or Model Development.
- Development, Implementation and Validation of Credit Risk Models (PD, LGD, EAD) in accordance with IFRS9 principles
- Participating in managing projects lifecylcles.
- Mentoring Junior Members
- Highly numerate, must have a degree in a numerical subject ideally with heavy focus on Statistics (Time Series, Bionomial, Regreesion and Data Analysis)
- Programming experience in SAS, R or Python programming.
- Great presentation and communication skills
I am happy to consider individuals who are looking to re-locate to London (EU Citizens) but all applicants must have 1 Months Notice or Less.
Please reach out to me if this is something you tick the boxes for: