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Credit Data & Analytics Lead / Commodity & Energy - Contract (£500 - £725 per day inside IR35)

  • Location

    London

  • Sector:

    Risk, Data and Tech

  • Job type:

    Contract

  • Salary:

    £500 - £725 per day

  • Contact:

    Keith Jones

  • Contact email:

    keith@paritasrecruitment.com

  • Job ref:

    34246

  • Published:

    4 months ago

  • Duration:

    Minimum 6 months

  • Expiry date:

    13-03-2021

  • Startdate:

    ASAP

  • Consultant:

    #

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.