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Int. Credit Risk Modeler to perform quantitative modelling using SAS for a major banking client

Job Type: Contract
Positions to fill: 1
Start Date: Jul 04, 2022
Job End Date: Jan 09, 2023
Pay Rate: Hourly: Negotiable
Job ID: 120829
Location: Toronto
Position: Credit Risk Data Modeler
Duration: 6 -12 months to start, negotiable 
Location: Fully remote 

Must-Have Skills:
  • 2-4 years experience in credit risk model development performing quantatative modelling 
  • Strong knowledge of credit risk analytics, ECL (expected credit loss modeling) PD, LGD, EAD concepts
  • SAS - Expert
  • Good working knowledge of IFRS9/CECL regulations

Nice to have Skills:
  • Strong MS Excel, PowerPoint level, and MS Word
  • VBA, R, Python, Power BI (good to have)