Excellent opportunity to join a top tier global bank as a Credit Risk Modeller and/or Model Developer(LGD, EaD, PD)
Excellent opportunity to join one of a number of teams working within quantitative credit risk as a model developer or model reviewer. My client a top tier global bank is looking for candidates for both their investment bank and group area. Roles are available working in both wholesale and retail credit risk.
This opportunity would suit a candidate who seeks progression and development in a quantitative credit risk environment. As a member of a risk analytics team in the group's head office based in London, the candidate will be developing, maintaining and validating credit risk models. The role will involve refining, expanding and re-calibrating PD,LGD and EaD model methodology and parameters. The candidate will also be required to teach regional CRM functions and provide basic statistical training for senior management.
Candidates for this position will have a strong track record of developing and implementing analytically rigorous, yet commercial business solutions with proven success in Basel 2 model building and portfolio modelling.
Successful candidates will have a strong educational background in mathematics, physics, applied maths, statistics, econometrics or computer science. This role will require that candidates have direct experience working within quantitative credit risk.
