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