Basel Modeller - Midlands, Yorkshire or North East - £650-750 / Day - 6-12 Month Contract

Recruiter
FITZROY SOLUTIONS LIMITED
Location
Sheffield
Posted
14 Feb 2019
Closes
13 Mar 2019
Sector
Accountancy
Contract Type
Permanent
Hours
Full Time

Basel Modeller - Midlands, Yorkshire or North East - £650-750 / Day - 6-12 Month Contract


Basel Models / PD / EAD / LGD / IFRS9 SQL / SAS.


A major global bank is re-developing their regulatory models to streamline the model landscape and combine across brands to comply with new regulations. There is funding for 4 contractors to help with the delivery of this. You will need to be hands on and have experience developing PD, EAD and/or LGD models using SAS and SQL.

Experience and Skills:

  • Hands on model development
  • Experience developing PD, EAD, LGD models
  • SAS or SQL modelling experience
  • Previous experience developing Basel or IFRS9 models essential

Can work from offices in Midlands, Yorkshire or North East. Contact Dan or Matt

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