The primary focus of this role will involve creating world class statistical models across Risk and Regulation for a Global Tier 1 consultancy.
Within this you will be responsible for leading the individual work streams within both IFRS9 and credit risk modelling engagements, Advising clients on changing regulation and the validation of credit risk measurement models.
My client is a leading Global Tier 1 consultancy which has a reputation for leading innovative Risk analytics models and services.
As subject matter experts consultants in this team play a pivotal role in the technical leadership and delivery of in demand regulatory projects and complex risk modelling solutions.
Having developed their infrastructure, training and investment into this are they are now looking for an experienced analyst to join their team to aid its future growth and development.
This team is highly experienced in manage diverse issue including modelling, risk frameworks, capital efficiency, fraud and corporate governance.
This is an opportunity to become a part of a key team in the consultancy's future development, and make a real impact on a number of market leading businesses, while gaining extensive exposure to a range of techniques.
Requirement & Skills:
3+ year's previous experience in a Statistical modelling team with backgrounds covering, Risk, Insurance and Econometrics.
Hands on model development in SAS, VBA, R, SQL , MATLAB or Python
Academics ideally within Mathematics, Statistics, Operation Research or any numerate discipline
Data extraction and pre-processing.
Consulting experience would be of benefit.
If you feel that you have experience in the above or are interested in the above please send your CV directly to Cjarvis@astoncarter(.com) or respond to this advert.
Furthermore if you would like to hear more about the opportunity please call Chris on 0207532796
Credit Risk, Market Risk, Liquidity Risk, Wholesale, Retail, SAS, Basel, Econometrics, Econometrician, Actuarial, Pricing, Operational Risk, AIRB, IRB, PD, LGD, EAD, Capital, Impairment, Quantitative, Validation, Models, Modelling, Monte-Carlo, Black Scholes, Statistics, Analytics, Stress Test, Data Manipulation, Data migration, R, Python, SQL, Forecast, IFRS, Loss Given Default, Probability of Default, Driver Based Models, DBM, Transforming, Data Strategy, Data Exploration, Rational Databases, business objects, Policy, ETL, Risk Measurement.
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