Basel Retail Risk Models – IRB Models, SAS, Basel II, Risk recruitment
My Client, a leading bank in the city is looking for a number of risks consultants to help with their retail basel II models.
These are long term contract roles based in London and potentially other locations across the country dependent on the candidates preferences.
Essential skills:
-Extremely numerate with a degree in a numerate discipline (preferably maths/statistics).
-Experienced and competent in the use of SAS software (including dealing with large datasets) and model development environments.
-Extraction and manipulation of data to support risk model monitoring.
-Ideally, experience in the development of Retail Basel II EL models.
-Good knowledge of modern risk management techniques within Retail Banking, and in the use of risk models within such an environment.
-SAS
Interviews are available immediately for the right candidates - if you're interested please send an updated CV or call 020 7469 5050 for more details.