Wholesale - Model Developer AVP

London, London
£60,000 - £100,000 per annum
18 Oct 2016
15 Nov 2016
Contract Type
Full Time
Position: Wholesale Model Developer AVP-VP
Location: London
Salary: £60k-£100k per annum
Job Type: Full Time

Our company client is a well established organization who are currently seeking to hire a Wholesale Model Developer for their office based in London. This is a unique opportunity to join a widely respected brand in a period of fast paced change.

Key duties will cover:

* Lead the development of new Wholesale Credit Risk models for capital, impairment and stress testing
* Develop, document and calibrate credit risk models in line with regulatory requirements
* Validate performance of new models

Competencies and background required:

* PhD or MSc in Quantitative discipline
* Very strong knowledge of statistics
* Extensive experience coding in R
* Experience developing Wholesale risk models
* An understanding of techniques used in developing and validating PD, LGD, EAD models

If you are interested in this position, please forward your details to us.