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Stress Test Model Developer

Job LocationGlasgow
EducationNot Mentioned
Salary£500.00 - £575.00 per day
IndustryNot Mentioned
Functional AreaNot Mentioned
Job TypeContract, full-time

Job Description

Stress Test Statistical Model DeveloperMcGregor Boyall has an exciting opportunity for an experienced Statistical Modeler to take on a six month contract position with a dynamic financial services organization focused on modernization and customer experience, bringing financial services into the 21st century.You will join a fast-paced established team based in Glasgow working within the Credit Risk division on a crucial project focusing on building brand new macro-economic models.Experience Required:

  • Statistical and mathematical modelling
  • Stress testing
  • R
  • SAS
  • Financial services industry experience
  • Practical understanding of IRB and IFRS9 models and requirements
  • Understanding of less traditional credit modelling methodologies such as random forests and neural networks
  • For more information or to apply please send your CV to or contact Lorna Burrows onMcGregor Boyall is acting as an Employment Business in relation to this vacancy.

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