Senior Credit Risk Quant - London, United Kingdom,
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.
The team is relatively small and this would involve working alongside the UK Quant lead for the business, providing excellent long term career opportunities. The firm also offers a market leading work - life balance and employee enjoyment levels. The nature of the work means there is excellent exposure to some of the best banking environments in London, and potentially across Europe.
Key Responsibilities will include:
- Statistical development of default risk indication models (PD, LGD, EAD)
- Validation of credit risk models
- Internal model reviews on behalf of regulators
- 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.
Experience with TRIM projects, or IRB models, etc would be useful also
In return, the starting basic salary will be in the range of £75,000 - £90,000 plus benefits and bonus.