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Basel2 IRB Modeller
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| Location: | Milton Keynes milton keynes | milton keynes |
|---|---|
| Tags: | basel ii | retail | validation | sas | mainframe | basel-ii milton keynes | basel-ii milton keynes |
| Type: | Contract |
A Retail bank urgently seek a Basel II Modeller to deliver new models for probability of default (PD), loss given default (LGD), and exposure at default (EAD) for the retail business unit. The ideal candidate will have the following experience and knowledge:
Experience of developing Basel II IRB models for retail portfolios.
Must have development of other predictive models as a minimum requirement.
Good knowledge of statistical modelling methods.
Knowledge of SAS programming in PC and mainframe environments.
Knowledge of the requirements of the Basel II Accord.
Experience;
Developing PD, EAD and LGD compliant models.
Data Extraction and analysis to create model development samples.
Validation of models and model development documentation.
If you would like to find out more please apply by forwarding your up to date CV
Reed Specialist Recruitment Limited is an employment agency and employment business.
Experience of developing Basel II IRB models for retail portfolios.
Must have development of other predictive models as a minimum requirement.
Good knowledge of statistical modelling methods.
Knowledge of SAS programming in PC and mainframe environments.
Knowledge of the requirements of the Basel II Accord.
Experience;
Developing PD, EAD and LGD compliant models.
Data Extraction and analysis to create model development samples.
Validation of models and model development documentation.
If you would like to find out more please apply by forwarding your up to date CV
Reed Specialist Recruitment Limited is an employment agency and employment business.
http://www.technojobs.co.uk/job.phtml/357102
