Our client are looking to add extensive resource to a cross-border program aiming to rationalise their portfolio of credit models used for regulatory capital purposes. They require individuals across back-testing, modelling and validation.
Experience required
- Extensive understanding of Risk Management, Financial Markets and Economic Developments
- Previous experience in International Banking
- Proven experience in a Quantitative Risk Modelling / Credit Risk Modelling capacity
- Knowledge of SAS and/or VBA
- Fluent communication in English
