Accessability Links

Credit Risk Quant Analyst

  • Location: Europe
  • Sector: Risk
  • Salary: £600 - £800 per day
  • Job type: Permanent
  • Date posted: 30/10/2017
  • Job reference: MA28317

There is an opportunity for an experienced credit risk modelling professional to work on a contract in Madrid, Spain. The will involve hands on loss forecasting modelling, using SAS for IRC purposes.

The role will be around 3-4 months initially and will likely roll on in London and Madrid going forward.

Key Responsibilities will include:

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

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

The daily rate will be in the range of £600 - £800.

Who we work with

Other Clients