Accessibility Links

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 


Similar jobs
SVP, Digital Risk
  • Job type: Permanent
  • Location: New York
  • Salary: US$200000 - US$300000 per annum
  • Description My client, a top bank with headquarters across the US is seeking a seasoned operational risk management professional to assume ownership of the Bank's Operational Risk and Control program
Mortgage Quantitative Modeler
  • Job type: Permanent
  • Location: Washington, District of Columbia
  • Salary: US$100000 - US$145000 per year
  • Description A national mortgage lending firm is looking to add to its new and expanding machine learning team. Located in the heart of Washington, DC this opportunity offers candidates the ability the join
Risk Goverance and Controls Manager
  • Job type: Permanent
  • Location: Cincinnati, Ohio
  • Salary: Competitive
  • Description A leading insurance firm is looking for a Senior Risk Governance and Controls professional for their Cincinnati based office. This person will report directly into the VP of Risk and will have direct
Enterprise Risk Manager
  • Job type: Permanent
  • Location: Singapore
  • Salary: S$110000 - S$150000 per annum
  • Description Our client is a leading Infrastructure and Commercial business, and we are looking for an Enterprise Risk Manage to be based in Singapore.
FX & Interest Rates Market Risk Manager
  • Job type: Permanent
  • Location: New York
  • Salary: US$100000 - US$140000 per year + Competitive
  • Description A leading American investment bank is looking for a market risk manager to join their growing organization. This position will be covering the FX and Interest Rates trading desks and will sit on a