Credit Risk Modelling Consultant (SAS, PD, EAD, LGD)

Recruiter
Alexander Ash Consulting Ltd
Location
London
Salary
40000.00 - 80000.00 GBP Annual
Posted
19 Apr 2017
Closes
17 May 2017
Category
Accounting
Function
Consultant
Contract Type
Permanent
Hours
Full Time

Credit Risk Modelling Consultant (SAS, PD, EAD, LGD)

Our client, a leading Management Consulting group require a Credit Risk Modelling Advisor at Consultant and Manager level, to further support a fast growing practice and advise on the impacts of IFRS9.

Responsibilities;

  • Validate and build credit risk measurement models for end clients
  • Advise on the impact of IFRS9
  • Contribute to the development of PD, EAD and LGD models using SAS, VBA, MatLab, C++ etc.
  • Full project planning and project management
  • Take ownership of work streams and manage client engagements

Must have

  • Extensive experience in all aspects of model development including Data Extraction, modular development, UAT and model performance assessments
  • Knowledge of IFRS9
  • Project Management experience
  • Excellent communication skills and relationship management capabilities

Credit Risk Modelling Consultant (SAS, PD, EAD, LGD)