CAIA's Career Center is an easy-to-use, comprehensive resource connecting job seekers with employers in the growing AI field. Use your knowledge and credibility to advance your career or build a talented team for your organization. Opportunities targeted to CAIA Charterholders are prioritized.
In order to search for jobs specifically for CAIA Charterholders or those pursuing the CAIA Charter please enter “CAIA” in the search panel.
This will enable you to search for CAIA specific roles globally.
The Wholesale Credit Modeller will have significant experience and knowledge of wholesale models such as LGD, PD, EAD, RWA, CCR or Economic Capital. The Modeller will have experience within a bank, rating agency, treasury or forecasting data provider. The role will mainly be exposed to low default portfolios where there is a lack of default/loss data.
The project is initially for 6 months, with potential for extension given current demands of the business.
This is a requirement suitable to consultants who can accommodate a start date in March 2018.
Wholesale modelling experience from a bank, rating agency, treasury, forecasting data provider, consultancy or advisory organisation
Familiar with models such as LGD, PD, EAD, RWA, CCR or Economic Capital
Validation, forecasting and/or transition of models
Strong commercial acumen
Systems skills such as SAS, SQL, VBA, Python
emagine is always looking to expand our bench and associate network for future projects. If you are not currently available for new projects please feel free to update us with your most recent CV and next availability and we will keep you informed of suitable projects when you are looking for your next challenge.