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My client is a leading specialist risk consulting firm and is seeking a Quantitative Credit Risk Modeller for a role based in London. They provide expert advice to a range of clients from within banking and insurance industries ensuring they maintain a competitive edge. With offices around the world, their consultants combine business acumen with quantitative skills enabling them to take on projects that are both analytically and commercially challenging. They are a fast growing consultancy with a partucular focus on the finance sector and credit risk. They pride themselves on being innovative, flexible and offer a flat structured company which allows you to grow as a quantitative Credit Risk Modeller working with strong individuals and excellent clients.
The Credit Risk Modeller will have:-
An academic degree (MSc or PhD) in Econometrics, Mathematics, Physics, Economics or another quantitative/numerical field;
Between 2 - 5 years related work experience with credit risk models PD, LGD, EAD
Knowledge in modelling/validation in IRB or IFRS9
Programming experience in SAS or another similar programming language such Python or R
An independent, creative and pro-active way of working
Critical but positive constructive mind-set
A team player
Excellent communication skills and ability to write clear reports in English
This is an excellent opportunity for a quantitative Credit Risk Modeller to work in a small to medium sized consultancy working with large clients offering you the best of both worlds.
If you are a quantitative Credit Risk Modeller looking to take the next step in your career then please get in touch and apply for the role.