Credit Model Validation Consultants
|Job Title:||Credit Model Validation Consultants|
|Salary:||£400 - £600 per annum|
|Contact Name:||Jovi Cheung|
|Job Published:||11 months ago|
SAS, Python, Model Validation/Review, Wholesale/Retail Credit Risk, IRB Modelling
I'm currently working with a high profile client on a major 3 month project looking for Credit Model Validation consultants.
You objective will be to analyse the client's current Credit Models and to test their current performance, review their strengths and weaknesses, propose changes to Senior management
You will be involved with "hands on" model validation and review using SAS or Python, review the current performance of current models through the client's playbook, and extensive experience in ad hoc model building/enhancements
The following skills are essential;
1.Strong SAS or Python skills
2. Strong record in validating and review Credit Models (e.g. PD, LGD, EAD)
3.MSc within statistics or Mathematics
4.Experience working with Wholesale or Retail Credit Risk
5. Experience working within Financial Services
Experience of the following will be advantageous but not essential,
1.A track record of working within the Financial Services Sector
2.A record of working independently on major projects.
An initial 3 month role with a likelihood of extension
Parallel Consulting is a multi-awarding winning, global leader in Analytics & Data Science recruitment.
With over 12 years expertise, we assist our clients within Analytics, Customer & Marketing Insight, Web Analytics, Big Data, Data Science, Credit Risk and BI.
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