• £75,000 - £100,000 + Package + Bonus
  • London, England, United Kingdom
  • Permanent, Full time
  • Barclay Simpson
  • 2018-07-06

Senior Quantitative Modeler - Credit Risk

An exciting opportunity for a Senior Quantitative Modeller to take on a new challenge at a well known banking group

You will join the team responsible for building corporate and commercial models used for portfolio monitoring and stress testing.  Gaining exposure to a wide range of models and modelling approaches and providing senior steer as a key member of the function.

 Responsibilities:  

• Design, build and implement models for different asset classes and provide quantitative analytical support.

• Own the pricing tools, existing models, and portfolio management reporting from the angle of model performance.

• Liaise with Internal Validation and Audit functions supplying required analysis and input into the Validation and Audit processes.

• Provide senior input into model development projects, ability to take ownership and management of tasks to completion.

Skillset:

• Previous experience building credit risk models, including knowledge of regulation, estimation and validation techniques relevant IRB modelling.

• Strong SAS.

• Proven ability in model development and detailed knowledge of  strategies and products in corporate and commercial markets would be advantageous.

Hit "apply" to find out more.

London, England, United Kingdom London England GB