A well known bank is looking for a quantitative analyst to join their team in the City of London.
You will be responsible for developing a credit risk stress test model that meets EBA requirements for Corporate & Commercial portfolios.
- 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
Eames Consulting is acting as an Employment Business in relation to this vacancy.