Wholesale Credit Risk BA - GBP650/day - 6 months rolling

Recruiter
Eames Consulting UK
Location
London
Salary
650.00 GBP Daily
Posted
08 Aug 2017
Closes
15 Aug 2017
Function
Consultant
Contract Type
Permanent
Hours
Full Time

The wholesale credit risk group develop models for capital (Basel), impairment (IAS39/37, IFRS9), and stress testing (CCAR, PRA, EBA). Model outputs are utilised across a range of risk metrics, including RWA, pricing, economic capital, and for credit sanctioning.

Role purpose:

  • Supporting the design and implementation of consistent and robust wholesale Credit Risk systems and processes.

Person specification:

  • Domain expertise in wholesale PD, LGD, EAD (preferred)
  • Expertise in data analysis - regression testing, large volume data comparisons, understanding relationships in the underlying data
  • University graduate in Finance, computer science or numerated related disciplines
  • High level of expertise in VBA, Excel, Access, PowerPoint, Visio and MSProject (or equivalent)