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Credit Risk Quant

  • Location: London
  • Sector: Quantitative
  • Salary: £65000 - £90000 per annum
  • Job type: Permanent
  • Date posted: 07/11/2018
  • Job reference: MA29500
This vacancy has now expired.

There is an opportunity to work within a leading global firm in a credit risk modelling function. This is a senior position within a mid-sized team involved in a range of projects including model builds, model validation, and regulatory work.

The firm is well reputed in the industry and work with leading investment banks, wholesale banks, insurance firms, and other financial services firms including regulators such as the ECB.

Due to the expertise of the team and the nature of the work, there will be many new and interesting experiences, and exposure to a range of environments, projects, and your skillset will be developed and invested into accordingly.

The role will involve credit risk modelling for IRB, IFRS9, and internal model review purposes.

This will require experience building and/or validation of PD, LGD, and EAD models, plus experience with relevant regulatory projects. This is a permanent role and a banking, consulting, or even contracting background would provide an ideal platform to move into this group.

The starting basic salary is in the range of £65,000 - £90,000, depending on experience and skillset. This will provide exceptional career progression and growth opportunity.

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