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Job Overview

Quantitative Analyst - Credit Risk, SAS

Location: City of London, London Salary: £Negotiable
Type: Contract Contact: Dneshai Bailey
Posted: 2 months ago

A well known bank is looking for a quantitative analyst to join their team in the City of London.

Role:

You will be responsible for developing a credit risk stress test model that meets EBA requirements for Corporate & Commercial portfolios.

Skills:

  • Experienced in credit risk IFRS9, stress testing and IRB model developments
  • Experienced SAS users
  • Develop a stress test model that meets EBA requirements for Corporate & Commercial portfolios.
  • Econometric modelling (aka time-series modelling) experience
  • Knowledge of stress testing including foresight and differences between EBA/PRA stress tests
  • Corporate portfolio knowledge
If you are interested in this role, please apply below or contact me for more information. 

Eames Consulting is acting as an Employment Business in relation to this vacancy.