Senior Credit Modeller

  • Salary:£800+
  • Location:London, England, United Kingdom
  • Job Type:Contract, Full time
  • Company:Alexander Ash Consulting
  • Updated on:14 Nov 18

Senior Credit Modeller - Contract - London 800+

Senior Credit Modeller  - Contract  -  London 

A unique opportunity with one of the Big4 Management Consultancies.

My Client is looking for a Senior Credit Modeller to help the development of Internal Ratings Based (IRB) models covering PD, LGD and EAD models for Credit Risk of non-retail portfolio.  

They are looking for someone who is experienced in:

  •  Developing and validating models with one of the large UK/EU Banks (e.g. HSBC, Barclays, SCB, CS, UBS etc.), in particular, low default portfolio (e.g. Sovereign Banks etc.).
  • Someone with a good understanding of CRR and other EU regulatory requirements for IRB credit models
  • Programming knowledge (either SAS/SQL, MatLab, R etc.)

If you are ready to take the next step in developing your career within a high Impact organisation, please give me a call or send an email.

*Due to the high volume of applications, I hope you understand that we can not respond back to every applicant*