Credit Risk Quant Modeller | London

  • Location: London, England, United Kingdom
  • Salary: Excellent base + bonus & benefits
  • Job Type: Full time

Exciting opportunity to gain experience within leading global management consultancy.


A leading global management consultancy is looking to expand their Quantitative Risk Analytics group to work on a series of upcoming projects with their major UK based Investment Banking clients. The role is a permanent placement and will have the opportunity to work with a variety of the firms key clients.

Successful incumbents will report directly into the Head of Risk Analytics in London, with a dotted reporting line into both CRO and Head of Quants. The position will require working closely with the model development groups of the clients, focussing on Basel related models (PD / LGD / EAD)

Key Requirements
  • Excellent academic background (PhD or MSc in a quantitative subject)
  • Strong programming skills (MATLAB / SAS / R)
  • Good understanding of Financial Markets and Banking in the area of Risk Management; familiarity with multiple asset classes will be a plus.
  • Experience in model development, model validation or stress-testing
  • Should have good understanding of regulations such as BASEL 2/2.5/3 and its implication for banks
  • Strong communication skills