Credit Data & Analytics Lead / Commodity & Energy - Contract (£500 - £725 per day inside IR35)
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Location
London
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Sector:
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Job type:
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Salary:
£500 - £725 per day
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Contact:
Keith Jones
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Contact email:
keith@paritasrecruitment.com
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Job ref:
34246
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Published:
21 days ago
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Duration:
Minimum 6 months
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Expiry date:
13-03-2021
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Startdate:
ASAP
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Consultant:
Keith Jones
Credit Data & Analytics Lead / Commodity & Energy - Contract (£500 - £725 per day inside IR35) . Minimum 6 month contract.
A leading global consulting firm is currently recruiting for a Credit Data & Analytics Lead for an assignment in the commodities / energy space. Recent experience in this market is required and non-negotiable. Responsibilities will include
- Contribute to the development of current and new Credit MI, metrics, dashboards and decision tools in order to gain accurate and timely insight into the clients Credit Risk drivers.
- Create, implement, and support credit risk quantitative models for the trading business leveraging a wide variety of mathematical and computer science methods and tools including C++, C#, Java, object oriented software design, Python , Structured Query Language (SQL), mathematical finance/ programming and statistics and probability.
You will require strong knowledge of commodities/energy credit risk exposure modelling concepts and credit pricing and knowledge of Probability of Default (PD) / Loss Given Default (LGD) / Exposure at Default (EAD)/ PFE modelling. This expereince must have been gained in the energy and commodities space.
Please submit your CV for consideration.