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Quantitative Risk Analyst

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Interim/Contract
Digital, Data & Technology
-
Western Europe
Netherlands
Negoitable
31.05.2019 02:23 PM
JC310519

We are currently searching for a Quantitative Risk Analyst to join one of my clients in the Netherlands on a 6-month extendable contract. The client is looking for someone who can help with the redevelopment of fully compliant Basel LGD and ELBE modesl for their mortgages portfolio

 

Expected Developments: 

- LGD model

- ELBE model

- MOC framework

- All future RTS compliant

- New DOD incorporated

 

Experience:

Relevant modelling experience

At least MSc degree in quantitative field

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