Risk Modeller, IRBStreB Testing Models, £500+

<img src="http://counter.adcourier.com/T0lBSC43NDUyNy4yNjQ3QHN0aHJlZXVrLmFwbGl0cmFrLmNvbQ.gif"><br/><p> Credit Risk Modeller, Banking, Yorkshire, IRB/Capital/Impairment Models, £500 per day</p> <p>A key banking client in Yorkshire urgently requires a Senior Credit Risk Modeller with experience in IRB capital and impairment models, as well as consumer lending scorecard modelling experience on a 6 month rolling contract paying £500 per day.</p> <p>You will meet the following requirements:</p> <p>Competent modelling skills using SAS </p> <p><br />Credit Risk modelling experience from scratch of IRB models and Basel models (PD, LGD and EAD), capital and impairment models, and ideally IFRS models</p> <p>Preferable excellence in Stress Testing/Provisioning (IFRS implementation required so experience in this area would be ideal</p> <p>Ideally development and modelling of rating models</p> <p>Understanding of what models are of the correct standard from an IRB reporting perspective</p>

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