£500 - £725 per day
21 days ago
Minimum 6 months
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.