Impairments Modeller, London, Retail Banking, SAS/Basel, £550 recruitment

A key banking client urgently requires an Impairments Modeller to join a Retail Banking Modelling team to review and develop the bank’s retail impairment models. This position is 6 month rolling contract paying £550+ per day.

The candidate will have the following essential skills/experience:

Experience of developing Impairment Models (Expected Loss or Basel) using SAS
Retail banking experience
Scorecard modelling experience
Comprehensive and broad knowledge of consumer lending products and markets, with particular emphasis on the Basel II Accord and IFRS9 impacts.

This is an exciting opportunity for a long-term position within a top bank on one of the largest programmes they are running at present. If you match the above criteria please apply ASAP as there are interview opportunities immediately.

KeyWords: Impairments, Modeller, Modelling, Models, Retail, Banking, SAS, Basel, Expected Loss, PD, LGD, EAD, IFRS9,