Credit Risk Quant AVP - London, United Kingdom,
This is an exciting opportunity to join a leading Japanese Investment Bank
The successful candidate will step into a quantitative role with great exposureAbout Our Client
This London based Credit Risk Quant AVP role is with a leading financial services company.Job Description
The responsibilities of the successful candidate for this London based Credit Risk Quant AVP role will include:
- Support the Head of Risk Analytics team in the production of portfolio analytics
- Develop and enhance stress testing calculation for Pillar 1 and Pillar 2B
- Perform local IRB model validation
- Contribute towards ICAAP workflows including risk tolerance set up, and stress testing calculation
- Interact with senior management via direct participation in risk committees especially the Prudential Regulatory Committee.
The successful candidate for this London based Credit Risk Quant AVP role will have the following exposure:
- Understanding of Basel III and regulatory capital requirements
- Advanced Knowledge of Excel, and working knowledge of SQL and another programming language (R,SAS, Python).
- Experience in Credit Risk Analytics or quantitative research within Financial Services.