SAS Credit Risk Modeller

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SAS Credit Risk Modeller - IRB - IFRS 9

A SAS Credit Risk Modeller with IRB or IFRS 9 modelling experience is required on-site at my banking client on an initial 6 month contract.

You will be joining the team to assist in the development and implementation of a range of IRB and IFRS 9 models and require exceptional SAS modelling skills to be successful.

Please apply if you meet the following criteria:

IRB or IFRS 9 modelling experience

Deep understanding of surrounding regulations

Understanding of Credit Risk models

Strong SAS skills - preferably Enterprise Guide or Base SAS

This is a long term contract opportunity with extensions available to the right candidate so please apply as soon as possible to be considered for the role.

Keywords: Credit Risk Modeller, Credit Risk Analyst, Basel, IFRS 9, Modelling, Credit Risk Model, IRB, PD, LGD, EAD, SAS

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Orgtel, a trading division of SThree Partnership LLP | Registered office | 1st Floor, 75 King William Street, London, EC4N 7BE, United Kingdom | Partnership Number | OC387148 England and Wales