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Credit Risk Modeller - VP

  • Job type: Permanent
  • Location: London
  • Salary: Competitive
  • Job reference: JHE7
  • Sector: Banking and Finance, Selby Jennings, Risk Management
  • Date posted: 13/04/2018
Credit Risk Modeling Analyst - VP

A leading Tier 1 Investment bank is currently seeking an experienced Credit Risk Modeling Analyst to join their risk team, based in London. An opportunity to be part of a dynamic and expanding Quant risk function with the chance to gain exposure joining a leading team in the market, offering considerable scope for personal development.

The Credit Risk modeller will report to the Head of Credit Risk analytics and will lead a PD modelling project. The group head is looking for a candidate with excellent coding, modelling and communications to deal with the technical aspects of the models and the interactions across multiple groups.


Responsibilities of the role will include:
  • Hands-on end to end development of PD models
  • Senior project lead for managing the PD project
  • Key point of contact for senior stakeholders in other modelling teams
  • Assist in improving existing models and make sure they are compliant with regulatory requirements
  • Supporting the hiring, training and mentoring of junior quants
Key Requirement:
  • 4+ years experience working across risk.
  • Knowledge of IFRS9 is desirable.
  • Programming Skills: R/SAS, SQL
  • Professional qualification or education to high standard, preferably 


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