Senior Credit Risk - IRB Modeller

Oliver James associates
£500 per day
29 Jul 2017
27 Aug 2017
Contract Type
Full Time

The client are looking for an experienced credit risk professional to support them in developing their IRB models for their secured portfolio. This will be an initial 6x month contract role with the strong possibility for this to be extended as they will be integrating their IFRS9 function into this division. Following skillset is required:

  • Full credit risk lifecycle understanding
  • Must have developed either a PD/LDG or EAD model from scratch
  • Excellent scorecard development experience
  • SAS base and EG knowledge is essential for this role
  • Retail portfolio knowledge specifically on a mortgage portfolio is required for this role
  • Day rate will be between £500-600 per day
  • Role will be based in Birmingham and an immediate start required