My client, a top tier global bank is looking for two Credit Risk Quantitative Analyst contractors (banking book credit risk) to join their team based in London. This role sits within the model development function and has the responsibility of leading quantitative development, validation and monitoring of the Global Wholesale Advanced Internal Risk Based (AIRB).
- Minimum 6 years of wholesale modelling experience
- Minimum 2 years of managerial experience leading the quantitative teams
- Desirable Masters/PhD level in Math (or equivalent)/Science/Engineering discipline)
- Desirable experience with Moody's RiskCalc and RA5
- Excellent understanding of AIRB modelling
- Proficiency in manipulation of large data sets and excellent understanding of credit risk related data
- Excellent knowledge of SAS data manipulation and statistical analysis is of benefit
- Excellent communication skills and the ability to maintain close working relationship with related parties
- Assisting to develop and implement the changes in process, including policy and procedure.
- Very good understanding and interpretation of regulatory rules
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