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Wholesale Credit Risk Modelling

  • Job type: Permanent
  • Location: London
  • Salary: Competitive
  • Job reference: JHED232
  • Sector: Banking and Finance, Quantitative Finance, Selby Jennings
  • Date posted: 18/12/2017
Assistant Director - Wholesale Credit Risk Modelling 


A well regarded Consultancy firm based in London are looking for a Lead Risk Consultant to lead project teams with Banks, Insurers, Asset managers and other financial institutions. They are looking for a candidate with extensive knowledge and experience in Credit Risk Modelling. 

Requirement:
  • Exposure to IFRS 9
  • Experience in building Credit Risk models - PD/LGD/EAD/Stress Testing/IFRS 9
  • Strong Knowledge of SAS and SQL 
  • Strong communication skills 
  • Minimum Bachelor's Degree (or equivalent) with an emphasis in a quantitative field of Finance, Economics, Accounting, mathematics Etc. 
  • Exposure to a banking domain or consultancy 
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