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Credit Risk & Stress Testing Consultant

Daily Rate Competitive
Type Temporary / Interim
Sectors UK & Regional
Credit & Risk Management
Job Reference UK01/SJH/26145
Contact Sam Havis
Date posted 01-06-2017

A leading consultancy is looking for a credit risk and stress testing consultant to work at a client site in Dubai. This is a great opportunity to gain international experience within an exciting area.

Responsibilities will include:

Working on credit risk models for multiple projects including PD, LGD, EAD, stress testing, loan life-cycle models
Involvement in modelling, independent review, gap assessment and model validation
Working with retail portfolio risk models predominantly
Use of SAS to manipulate data and develop quantitative models

Skills required:

5-8 years of relevant quantitative risk/quantitative analytics experience
Must have very strong and broad capabilities with SAS
Experience in retail credit risk modelling essential
Experience/exposure to wholesale would be highly benefical

For more information, please contact:

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Associate Consultant