Credit Risk Quantitative Analyst
There is an opportunity for a Quantitative Analyst with a leading global consultancy within the Credit Risk modelling team. The role will involve a broad range of responsibilities working within a banking environment including model development, methodology, and validation.
The team is steadily growing, provides a great work - life balance and is well respected in the quantitative space. The firm provides an excellent career progression structure and many of the staff in this function have been promoted over the last twelve months.
Key Responsibilities will include:
- Model development and validation in regards to Credit Risk requirements
- Maintenance and enhancements of the EAD, PD, LGD, and IRD Models
- Liaising with other business stakeholders on Credit Risk Model changes
- Providing Technical Guidance and Expertise on Credit Risk Model related matters
- Relevant documentation
The role requires a candidate with experience in credit risk quantitative analytics, understanding of regulatory driven (IFRS 9) projects, and proficiency with relevant programming languages.
In return, the starting basic salary will be in the range of £70,000 - £90,000 plus bonus.