IRB Programme

Competitive | Edinburgh | Contract
Posted 10 months ago

Credit Risk Modellers - IFRS9/IRB

I am currently conducting a search for an interim IFRS 9 Credit Risk Modeller to join a leading financial services client of mine based in Scotland. The successful candidate would assist with the development of basel models, validation and stress testing to meet the deadlines issued.

To be considered for this exciting opportunity the successful candidate would need an extensive background in banking with a strong understanding of credit risk modelling and model development experience.

Required skills and experience should include:

• IFRS9 or IRB Modelling experience

• Strong background in PD/LGD/EAD modelling

• Excellent SAS user

If this description aligns with your skillset please don’t hesitate to get in touch for immediate consideration.

For more information about this role, please contact:

Daniel Postchi

See Daniel Postchi's jobs
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