IRB Modelling (6 week contract)

Role:

• To support the current Project plan which needs to be delivered - to adapt the models to be compliant to recent regulatory changes.
• Specifically focusing on looking at IRB capital LGD models.

Requirements:

• Worked on advanced IRB models
• Mortgage LGD models
• SAS, SQL and Excel
• Previous work on LTD models is essential - Experienced pulling and cleansing data and developing mortgage LTD models.