Looking For New Opportunities?

Credit Risk Modeller – Rating Model

  • : £60,000 - £70,000
  • : Permanent
  • : London
  • : Global Bank

APPLY NOW


Share This Job

Quant Credit Risk Rating Model modelling SAS R SQL Python Matlab



Job Specification

My client is looking for a highly motivated and dedicated junior quant for its Model Validation team in London. We are looking for individuals with a strong quantitative aptitude and wholesale credit risk modelling skill set. It is essential to have an eye for detail and ability to quickly learn as needed.
Key responsibilities

  • Provide initial and periodic validation, review and challenge of Credit Risk models across both trading and banking books
  • Quantitative analysis and review of the model frameworks, assumptions, data, and results
  • Designing, modelling and prototyping challenger models where required  
  • Testing models numerical implementations and reviewing documentations •
  • Documentation of analysis with in validation reports, including recommendations for model improvements
  • Understand and improve the existing processes to gain efficiency
  • Use tools such as SAS, R, SQL, Python and Matlab to develop and validate quantitative models using large or small data sources
  • Deliver end solution maintaining high quality standards and quick turnaround times

Required Background

  • Minimum of 18 months experience in implementing or validation credit risk model models including but not limited to IRB, AIRB, PD/LGD/EAD
  • A quantitative degree at minimum Master level.      
  • Strong exposure to wholesale portfolios
  • Good knowledge of applicable regulations
  • Strong verbal and written communication skills
  • Working experience R, SAS and of Python
  • C++ or C# would be advantageous
  • Must have UK working rights

APPLY NOW

 

People Also Viewed

Payments Specialists – Operations and Resilience

  • : £50,000 - £60,000
  • : London - City
  • : Permanent
  • : Global Bank

Payment Operations Payment Systems Payments infrastructure Risk Management Banking

 


Model Risk - Advisory

  • : £75,000 to £100,000
  • : London
  • : Permanent
  • : Global Bank

Quant Buyside Valuations Models Risk Governance Insurance Pensions Asset Management

 


Quantitative Analyst - Risk Models

  • : €80,000 - €100,000
  • : Frankfurt
  • : Permanent
  • : Global Bank

Risk Models Pricing Quant Derivative Pricing Counterparty Credit Risk Models Stress Testing Models

 


Credit Risk Modeller – Rating Model

  • : £60,000 - £70,000
  • : London
  • : Permanent
  • : Global Bank

Quant Credit Risk Rating Model modelling SAS R SQL Python Matlab

 


Pricing - Quantitative Analyst

  • : £75,000 - £100,000
  • : London
  • : Permanent
  • : Global Bank

Pricing Models Quant Modelling

 


Compliance Officer – Consumer Credit

  • : £70,000-£90,000 + Benefits and Bonus
  • : Northamptonshire
  • : Permanent
  • : Global Bank

Cash Flow Lending Credit Risk Commercial Lending Analytical Skills Legal Compliance Regulatory Compliance Compliance Management Contract Management Credit Consumer Lending

 


Can't find the role that you are looking for?

Due to reasons of confidentiality, there are additional mandates we are actively working on that are not advertised.

If you are currently working in one of our specialist areas and are keen to explore new opportunities,please reach out to one of our experienced consultants, discretion is assured and all communications will be strictly confidential.

Contact Us

STAY CONNECTED


   + 44 (0) 203 772 4567

   contact@maxfieldsearch.co.uk

© 2009 Maxfield Search. All rights reserved