Quantitative Risk Analyst - IRB - Credit Modelling - Banking

Quantitative Risk Analyst - IRB - Credit Modelling - Banking Excellent opportunity to join top rated Retail Bank, Corporate Bank andamp; Private Bank and help roll out an IRB lead approach in Quant Risk. The role will support the model development of a range of IRB Retail models Ratings/Scorecards Probability of Default (PD), Loss Given Default (LGD) and Exposure at Default (EAD) model Stress Testing Models Ideal experience includes IRB experience (CRR, EBA, PRA) as well as strong knowledge of SAS, SQL etc Bank Banking Credit Risk ..... full job details .....