Credit Risk Consultant (modelling)

  • GBP1000.00 per day + accomodation + expenses
  • Tetuan, Madrid, Spain
  • Contract, Full time
  • Charles Levick
  • 17 Nov 17 2017-11-17

A fantastic contract opportunity has arisen for any credit risk modeller who speaks fluent Spanish with a leading consultancy to be based in Spain.

My client is a financial risk management advisory firm, which provides consultancy services to insurance companies, banks and investment management sector globally. They are in urgent need of a credit risk modeller specifically with experience around the IRB model projects from a banking book (wholesale risk, corporate risk, retail risk etc)

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.

Skills Required:
* Some knowledge of other tools: Matlab,
* Master's degree in Finance, Financial Engineering or similar.
* International education and working experience.

Candidates must speak Spanish