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My client, a top tier global bank is looking for two Credit Risk Quantitative Analyst contractors (banking book credit risk) to join their team based in London. This role sits within the model development function and has the responsibility of leading quantitative development, validation and monitoring of the Global Wholesale Advanced Internal Risk Based (AIRB).
Minimum 6 years of wholesale modelling experience
Minimum 2 years of managerial experience leading the quantitative teams
Desirable Masters/PhD level in Math (or equivalent)/Science/Engineering discipline)
Desirable experience with Moody's RiskCalc and RA5
Excellent understanding of AIRB modelling
Proficiency in manipulation of large data sets and excellent understanding of credit risk related data
Excellent knowledge of SAS data manipulation and statistical analysis is of benefit
Excellent communication skills and the ability to maintain close working relationship with related parties
Assisting to develop and implement the changes in process, including policy and procedure.
Very good understanding and interpretation of regulatory rules
Please send your CV to firstname.lastname@example.org
Please note our advertisements use PQE/salary levels purely as a guide. However we are happy to consider applications from all candidates who are able to demonstrate the skills necessary to fulfil the role.