Credit Portfolio Modellers recruitment
This FTSE 100 Bank is currently looking to hire interim consultants for a large scale project focusing on development of credit portfolio models designed to deliver a scenario based stress testing capability to meet Senior Management and Regulatory expectations. Modellers are required to develop and apply first class credit portfolio modelling techniques in the production of scenario based stress testing models for material portfolios.
Applicants for this opportunity will have responsibility for;
- Work with dedicated data analysts by specifying data requirements to them and helping them to source and package the appropriate data from the business units.
- Deliver accurate, reliable, robust and complete portfolio models within agreed timescales.
- Use industry standard statistical analysis software package (SAS) to develop the portfolio models according to rigorous statistical methodologies.
- Document the models built according to model governance standards.
- Ensure that the models pass through the model approval process.
- Manage handover of completed models to the BAU owners of the models; training users and produce any supporting material needed to facilitate this.
For further information, or to apply for this role, please contact Ben Goodfellow (Ben.goodfellow@jcwresourcing.com) or call 0207 324 6242
December 7, 2011
• Tags: Credit Portfolio Modellers recruitment, Risk Management careers in the UK • Posted in: Financial