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:
Nice to have Skills:
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)
