Credit Risk Stress Developers Circa 525 GBP Per / 6 months

Credit Risk Stress Developers Circa 525 GBP Per / 6 months
  • £475 - £550 per Day
  • Contract
  • London, England, UK London GBR Ec1v 2hl
Job Ref: 50210468
Sector: Data & Analytics
Date Added: 09 November 2020

Credit Risk Stress Developers (UK remote working ) circa 500 GBP Per Day / 6 Months.

Lorien are pleased to working with our Financial Services client who is looking for Credit Risk Stress Developers based in Glasgow, however, these roles at present will be delivered remotely from any other UK location.

You will be delivering the development of a statistical model, compliant with the challenger model framework that can be used within the ACS 2021 management judgement process - including data prep, build, documentation and internal validation.

You must have the following experience & skills.

  • Prior experience of corporate / retail or asset business data and portfolios
  • Excellent experience of iCAAP Stress testing
  • Economic modelling
  • 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
  • Previous industry experience in Corporate, retail or Asset

Note: It will be the successful candidate's obligation to determine their IR35 status for these assignments.

Please send your CV or call Steve Metcalfe.

We are an equal opportunities employer and welcome applications from all suitably qualified persons regardless of their race, sex, disability, religion/belief, sexual orientation, gender reassignment, marriage and civil partnerships, pregnancy or maternity or age

09/12/2020 15:33:22
GBP 475 475
Contact Consultant:
Steve Metcalfe

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