Credit Risk Modelling
You'll have the possibility to work on different challenging projects and responsible for the following deliverables:
* Development of quantitative Credit Risk models (e.g. PD, LGD, EAD)
* Application of the most common approaches for segmentation, definition of default, model estimation, model performance, model calibration and model cyclicality
* Production of comprehensive high-quality technical documentation
* Management of projects and sub-projects as well as providing mentoring for consultants
* Active involvement in our market development and project acquisition activities
* Continuous expansion of your professional network
* Degree in a highly quantitative subject (e.g. physics, mathematics, computer science, economics)
* At least 2 years of relevant working experience in the financial services industry, preferably in the consulting sector
*Relevant experience in the estimation of IRB capital models and knowledge of EBA, PRA, ECB, CRR, Basel II, III regulatory guidance on credit risk
* Experience with programming languages like SAS, R, Python or SQL to perform data extraction and data quality analytics
Badenoch + Clark acts as an employment agency for permanent recruitment and an employment business for the supply of temporary workers. Badenoch + Clark UK is an Equal Opportunities Employer.
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