IRRBB Analytics - Contract Role

• 1 day ago

Campion Pickworth Ltd

Role overview

Qualifications

Hands-on experience in IRRBB model development
Insights on best practices across the industry
Coding expertise (SAS, R or Python)

Responsibilities

Lead the development of IRRBB models to cover liquidity management and FTP activities
Provide guidance on industry practice with regards to model governance
Ensure adherence to model development/validation standards

Key facts

Remote from: United Kingdom, Europe, EMEA
Full time
English

Hard skills

Other skills

Governance

About the company

Campion Pickworth Ltd

Campion Pickworth is the only dedicated credit risk and capital executive search firm in the City of London. Campion Pickworth has established itself as a market leader in this field, with a wide range of prestigious clients, from hedge funds to the big four consultancies, building societies and investment banks. Campion Pickworth was formed in 2012 and has seen strong year on year growth.

Company details

Company size1 - 10

Links

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Job description

Our client is recruiting an interim IRRBB modeler to (re)develop its suite of IRRBB models. You will have hands-on experience in IRRBB model development.

Lead the development of IRRBB models to cover liquidity management and FTP activities
Ability to provide guidance on industry practice with regards to model governance, model dev / valadition standards

Experience

Hands-on experience in IRRBB model development.
Insights on best practices across the industry
Coding expertise (SAS, R or Python)

Please find further job openings from Campion Pickworth at https://campionpickworth.com/vacancies/

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