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Credit Risk Methodology Quant VP - IRB Models
Job Summary City of London Permanent JN -112023-1950474 Nov 06, 2023 Competitive Job Description Global investment bank seeks a VP level Quant as part of its expanding Credit Risk Methodology division focusing on IRB models. The role will reside within Firm Risk Management's Risk Analytics Department, specifically the Credit Risk Methodology Group. This team is responsible for development of credit risk models for estimation of ratings, probability of default, loss given default or exposure, primarily for use in Internal Ratings Based (IRB) capital calculations but also other downstream processes. This role will be within the EMEA Credit Risk Methodology team, reporting to the EMEA


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