We’re working with a European Investment Bank who are growing their Credit Risk Methodology team, who are responsible for the development and maintenance of all firm-wide credit risk models.
Develop and maintain all IRB models
Support key stakeholders
Collaborate to regulatory projects, for example CCAR/IFRS9
PhD or MSc in a quantitative discipline
Hands-on experience in risk and capital modelling, especially Credit Risk models
Strong SAS Programming skills
Please submit your CV for further details.