Quant Analyst / Developer – PD Model
- Highly Competitive
- London, England, United Kingdom
- Permanent, Full time
- S&H Consulting Ltd
- 18 Sep 18
We are seeking a Quantitative Analyst / Developer with experience in Model Risk to support a Credit Methodology workstream with PD Model development in a Tier-One Investment Bank. Our team is supporting the client with modelling, documentation and validation expertise to ensure that its financial models meet regulatory requirements.
S&H Consulting provides consultancy services including Advisory, Managed Services and Resource Augmentation, to Tier-One Banks, Asset & Wealth Managers and Financial Institutions. We engage with clients to deliver change and transformation programmes for strategic initiatives and tactical solutions across Risk, Regulatory and Compliance, Finance, Operations and Technology including Digital.
Our success is based on providing quality consultants with the right skills and experience, who work on assignments as individuals or as part of managed teams. Current and recent projects include regulatory change programmes, such as Brexit, FRTB, MiFID II, BCBS 239, post-merger integration, risk, data analytics, quant modelling and Target Operating Model (TOM) and support for a global cross product systems implementation for front, middle and back office.
We are seeking a Quantitative Analyst / Developer with experience in Model Risk to support a Credit Methodology workstream with PD Model development in a Tier-One Investment Bank. Our team is supporting the client with modelling, documentation and validation expertise to ensure that its financial models meet regulatory requirements. Your experience should include the following:
PD Modeller - Quant Analyst / Developer
- Must have recent/ hands on experience of developing models for Low Probability Default Portfolios
- Expert in R. If not: Expert in MATLAB or Python
- Wholesale PD modelling
- Ability to build models from scratch
- Model development and documentation
- Tool will be used by the Front Office
- Needs to be to SR11-7 standard / compliant
- Non-Profit segment
- Familiar with wholesale IB
Our Consultant will work alongside a permanent client resource to ensure knowledge transfer and to provide guidance and instruction.
Must be comfortable working with senior stakeholders in Front Office and Credit Officers.
- Start Date – October 2018
- Duration – 6 Months
- Day Rate – Highly Competitive
This is a client-facing role and demands excellent presentation, communication and proactive stakeholder management skills. You must be able to work on your own initiative as well as part of a team. You will have good academic qualifications and be able to demonstrate strong technical knowledge.
Please send your CV together with your current remuneration to email@example.com
Please only apply if you have a valid EU work permit and have recent UK work experience.