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Credit Risk Stress Test Developers

  • Location: Glasgow
  • Salary: Up to £575.00 per hour per hour
  • Job Type:Contract

Posted 20 days ago

  • Sector: Financial Services
  • Contact: Lewis Wright
  • Duration: 6 months
  • Start Date: ASAP
  • Expiry Date: 09 December 2020
  • Job Ref: JN -112020-454061

Credit Stress Test Model Developer - Financial Services - Glasgow

My Client needs resource to support the development of a statistical model, compliant with the challenger model framework, role will involve data prep, build, documentation and internal validation.

Skills:

  • Prior experience of corporate / business data and portfolios
  • Experience of programming tools (specifically at least one of SAS, R or Python)
  • Experience of sourcing and using macro-economic time series data
  • Practical understanding of IRB and IFRS9 models and requirements
  • Theoretical understanding of less traditional credit modelling methodologies such as random forests and neural networks
  • Able to undertake complex analytical tasks with limited support and guidance
  • Background in Mathematics/Statistics a bonus



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