Credit Risk Modeller - SAS- PD/LGD- 45,000-65,000

Recruiter
Nigel Frank International
Location
United Kingdom
Posted
14 Apr 2018
Closes
18 Apr 2018
Contract Type
Permanent
Hours
Full Time
Responsibilities Design, build and implement models for different asset classes and provide quantitative analytical support to UK corporate banking. Take ownership of existing models, pricing tools and portfolio management reporting in terms of model performance. Liaise with Model Owners and Users to provide quantitative solutions in timely manner. Liaise with Internal Validation and Audit functions supplying required analysis and input into the Validation and Audit processes. Provide senior input into model development projects, ability to take ownership and management of tasks to completion. Produce and present analysis and reports to a high standard to appropriate Governance committees. - provided by Dice CREDIT RISK, SAS, VALIDATION

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