Statistical Modeller


Posted: 11/11/2016


Responsibilities include:

  • The statistical modeller will lead the development of new models and manage junior members of the team
  • Develop, document and calibrate credit risk models in line with regulatory requirements
  • Enhance model managemnet through deveoplment of new approaches

Role Requirements include:

  • Previous experience with developing PD,LGD & EAD models
  • Very strong knowledge of statistics
  • Strong numerical programming abilities using a range of languages eg. R, C++
  • Masters or PHD in a quantitative discipline
  • Strong communication skills
McGregor Boyall is an equal opportunity employer and do not discriminate based on race, religion, gender, age, sexuality, gender identification, or physical ability.