Credit Risk Modeller
- Frankfurt am Main, Hessen, Germany
- Contract, Full time
- Charles Levick
- 25 Sep 17
Financial Risk Management Advisory firm is seeking muli-lingual Credit Risk Modellers to join their team in either Frankfurt or Paris. A good knowledge of software (SAS, R, Excel and VBA) is preferred.
My client is a financial risk management advisory firm, which provides consultancy services to insurance companies, banks and investment management sector globally.
A perfect candidate will have to:
* Assess credit risk models (PD, LGD and CCF) and performance.
* Develop credit risk models (PD, LGD and CCF).
* Validate PD, LGD and CCF.
* Support the strategy of IRB application and submission
* Define the model of management frameworks.
* Analyse RWA.
* Fluent in English (C2) and another EU language, ideally French and German (C2).
* A good knowledge of software: SAS, R, Excel and VBA (including macro coding).
* Some knowledge of other tools: Matlab, Stata, E-views and C++.
* Master's degree in Finance, Financial Engineering or similar.
* International education and working experience.
We are recruiting for multiple positions in either Frankfurt or Paris.