Senior Quant Credit Model Risk

Recruiter
Charles Levick
Location
London (Greater)
Posted
05 Dec 2018
Closes
10 Dec 2018
Sector
Accountancy
Contract Type
Permanent
Hours
Full Time
My client, a leading global financial institution, are searching for a driven and innovative individual to join the Wholesale Validation team as a Senior Risk Quant. The offices are in the heart of the city. Within this role, our client is looking for the ideal candidate to have had solid experience with AIRB Models, with hands-on modelling experience working along the entire modelling life-cycle. Within the role, the individual will be involved in Model development, as well as researching statistical techniques which could be used to improve and optimise the existing models. A banking book background is desired, with experience in retail, wholesale and corporate portfolios. The library is implemented in SAS and Python, therefore a strong knowledge of both languages is essential. As well as exposure to senior stakeholders, there is also the possibility of managing a team and working with international teams. Candidate requirements: Hands-on modelling experience along the full model life-cycle Experience in Model Development and Implementation Exposure to AIRB models, and understanding of IFRS9 standards Excellent programming skills with SAS and Python

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