1 of 1 Contract Statistical Modelling Jobs in the City of London

are last gen/2 generations ago models The German regulators require the bank to remediate their stress testing models, because the existing risk modelling team is focused on IRB modelling not stress testing they require these consultants to provide additional capacity to remediate findings The existing models … need to be made more sensitive; the role will involve modelling and tweaking the Group model and looking at scenario probability Documentation is really key as the German regulators place a greater emphasis on documentation and justification The banks customer base is global multinationals so the models are focused … on large corporate wholesale (not retail) Key Requirements Experienced modellers with strong quantitative modelling skills, specifically statistical PD modelling knowledge. Wholesale/large corporate modelling background is required as these are wholesale models (not retail) The emphasis is more on modelling skills, although as the More ❯