Credit risk consultant required for an initial 3 month project, the scope of the work will be split into two separate roles as below:
Role 1 - Modelling support Work. Development, coding, and implementation of existing and future statistical IFRS9 & AIRB forecasting/ stress testing model.
Role 2 – Forecasting & Reporting support Work specification: - Running of Structure Template Data Framework (STDF) Actual results on a quarterly basis for the hVM results for consolidation into VMUK reporting.
You will have:
Experience in developing forecasting methodologies, hands-on experience and solid skills of credit risk modelling, working in a data-driven or quantitative role within financial services
Experience processing/mining/manipulation large datasets and understanding of risk data infrastructure/systems. Strong statistical, analytical and programming skills (SAS , SQL, R)
Knowledge of statistical analysis methodologies such as GLMs, Decision Trees etc. Thorough understanding of various statistical methodologies including linear regression, logistic regression, and other advanced analytic methods.
This role will allow for home working until its is deemed safe to be in an office environment. Interviews will also be conducted remotely.
McGregor Boyall is acting as an Employment Business in relation to this vacancy.