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Credit Risk Modelling

  • Location: London
  • Sector: Risk
  • Salary: £45000 - £65000 per annum + bonus and benefits
  • Job type: Permanent
  • Date posted: 12/09/2017
  • Job reference: MA24574

There is an opportunity for an experienced credit risk modelling professional to work in a senior consulting function within a leading global consultancy in London. The team works with a broad range of banking clients advising on quantitative credit risk models, and regulatory driven credit risk frameworks.

The team is fast-growing, and provides a great work - life balance. The firm provides an excellent career progression structure and excellent exposure to some of the best banking environments in London.

Key Responsibilities will include:

  • Statistical development of default risk indicator and lsos forecasting models (PD, LGD, EAD)
  • Validation of credit risk models
  • Liaising with other business stakeholders on Credit Risk Model changes

The role requires experience in credit risk modelling, understanding of regulatory driven projects, and proficiency with relevant statistical modelling software such as SAS, etc.

In return, the starting basic salary will be in the range of £45,000 - £65,000 plus benefits and bonus.

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