Manager - Credit Models
Salary: not supplied
Location: Glasgow
Placed: 05/07/2010 23:03:38
Sector(s): Accountancy & Finance
Type: Permanent
Recruiter's Ref: 119099
My client has a requirement for a Senior Credit Analyst with a exemplary background within the oversight, testing, analysis and development of credit risk models.
Within this position the successful candidate will be responsible for devising and effecting strategies relating to the management and effectiveness of key credit risk data. This data will be used to support the performance and development of models used to determine regulatory capital.
Requirements:
Degree specialising in Statistics, Mathematics or Economics
Experience and a keen interest in financial markets, in particularly credit markets
SAS experience
Previous experience within a non-retail environment with specific working knowledge of PD, EAD & LGD models as well as Basel II Accord
Ability to communicate with colleagues unfamiliar with statistical modelling techniques
For further information please contact Suzanne Shaw at Search on [apply below] or apply online.
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