Our client, a Hampshire based bank is looking for a financial modeller contractor to join their team (6 – 12 month contract)

Documenting and communicating modeling processes and model results to business, senior management, and internal/external independent review staff

Handle a variety of analytic projects as well to support modeling efforts and business needs

Responsible for compiling and documenting modeling and analytical results in an organized way

Developing new risk models to help the Bank to improve risk management and to satisfy regulatory requirement

Continuously improving risk modeling tools and methods by enhancing data, including new risk characteristics and developing new algorithms

Documenting and communicating modeling process and model results to business, senior management, and internal/external independent review staff

Provide support for model implementtation, performance monitoring and calibration

Handle a variety of analytic projects as well to support capital modeling efforts and business needs

Be responsible for compiling and documenting modeling and analytical results in an organized way

Explore and gather external data including both public and private sectors to complement internal company data

Desired experience:

Advanced SAS, SQL and / or other programming skills with experience in working with large datasets

Familiarity with credit risk management methodology and internal bank databases

Advanced degree in a quantitative discipline (econometrics, operations research, statistics, finance, mathematics, ) required, Ph.D

Exposure to Basel framework

Knowledge of loss forecasting and stress testing best practices

Need to deal with traders and quants and must be seen as a trusted and knowledgeable partner by those group

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