Beschreibung
CCAR, Quantitative models, VBA, SQL, Banking
My banking client is looking to hire a modeller to join their team to focus on the regulatory modelling challenge of CCAR - in relation to model uncertainty and capital plans. They are looking to quantify risk using models and to reduce any uncertainty and weakness against the regulatory guidelines. This will cover areas such as estimates, sensitivity and stress testing.
The ideal candidate will have a solid projects background and a quantitative degree (operations research, finance etc.). you should possess a couple of years experience and have banking experience within that.
You should be a solid coder in VBA, SQL and SAS
An excellent opportunity for a long term contract