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HRC Recruitment are supporting a UK banking client recruiting Credit Risk Stress Test specialists to join their operation on a contract basis.
The contract roles will focus mainly on technical, complex statistical modelling to supplement the BAU operations, responsible for development and coding of credit stress test modelling, across a mixture of corporate and retail books.
Background of the Credit Risk Stress Test Developer:
In-depth knowledge of the regulatory environment in relation to credit stress tests (IFRS 9 and AIRB)
Education background in a quantitative discipline with an emphasis on mathematical / statistical modelling techniques, specifically time series and economic modelling
Extensive programming skills (SAS , R, Python)
For more information about this opportunity please contact Chris Wilson at HRC Recruitment Financial Services.
HRC Recruitment acts as both an employment business and employment agency. We are an equal opportunities employer