Data Analyst
3 weeks ago
Data Analyst – Credit Risk Models - LGD (Python, wholesale) – Banking - London Day rate: £600 - £800 (Paye)
Start: ASAP
My client is looking for a contract Credit Risk Modeler. You are required to be part of a team responsible for data analysis, data process design, quality management and remediation of data used in credit risk model development and calibration. Key credit risk models include PD, LGD and CCF; and the use of reference data, transaction data, default recoveries, collateral/guarantee data, credit limit data and party data.
Data Analysis & Data Remediation
o Analyse and process data from multiple sources to construct a Reference Data Set (used for model development), applying complex transformations and methodological treatments in the code base
o Define and build automated data quality controls and validation processes
o Analysis of data quality issues identified during model development; develop approach to remediate data and implement remediation logic to improve data quality
Knowledge of credit risk models (LGD, PD and CCF), and related model development experience
• Must have strong programming skills (Python [preferred], C++)
• Proficiency in SQL and SAS will be advantageous
•
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