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Contract

Credit Risk Modeller - LGD, PD, CCF and Python - Banking

London
money-bag 10000-500000 Annual
2854767944
Posted Yesterday

A Tier 1 bank is seeking a talented Credit Risk Modeller to contribute to the development and enhancement of credit risk models. The successful candidate will join a high-performing team dedicated to advancing the bank''s risk management capabilities.Responsibilities:Develop and enhance credit risk models, including LGD, PD, and CCF models.Ensure compliance with regulations and industry standards during model development.Collaborate with cross-functional teams to implement and validate models effectively.Provide insights and recommendations to improve risk assessment processes.Deliver high-quality solutions within tight deadlines while maintaining attention to detail.Requirements:Strong knowledge of credit risk modelling techniques and methodologies.Hands-on experience with IRB regulatory frameworks and requirements.Proficiency in programming languages such as Python and C++.Familiarity with SQL and SAS is highly advantageous.Exceptional problem-solving skills with the ability to take ownership and deliver results.Excellent communication and collaboration skills. ..... full job details .....

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