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Lead Data Mining Consultant - Tier 1 Banking - London

Job Title: Lead Data Mining Consultant - Tier 1 Banking - London
Contract Type: Contract
Location: London
Industry:
Salary: £650 - £700 per day
Reference: BBBH14893_1491583712
Contact Name: Sarah Spooner
Contact Email: sarah.spooner@twentyrecruitment.com
Job Published: April 07, 2017 17:48

Job Description

Lead Data Mining Consultant required to help integrate an array of new data sources to aid in the delivery of complex risk models across the corporate and investment bank. This role sits as part of a high profile team exploring an array of quantitative models across asset classes including interest rates, credit, equity, foreign exchange, commodities and counterparty risk.

Key Requirements for the role include

  • Expertise in Data Mining to integrate new external data feeds.
  • Process data from new feeds through transformations or mergers of data tables.
  • Knowledge of models including capital, impairment and stress testing.
  • Ability to validate new data sources to ensure data can be utilised in conjunction with the variety of models used by the team.
  • Knowledge of regulations including Basel, IAS39, IFRS9 preferably.
  • Expertise in wholesale PD, LGD and EAD.
  • PhD in Data Mining.

Technical Skills

  • Expert in R (Preferably) or Python
  • SQL (Teradata, SQL Server)

Please get in touch ASAP to find out more about this opportunity.