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Director - Credit Risk Modelling

  • Job type: Permanent
  • Location: London
  • Salary: Competitive
  • Job reference: JH90
  • Sector: Banking and Finance, Selby Jennings, Risk Management
  • Date posted: 16/02/2018
Director - Credit Risk Modelling 

Description

A leading UK consultancy firm area creating a new Credit risk modelling hub based in the UK. The role will work closely alongside one of the UK partners and will hold the responsibility of both Junior and Senior Modellers and analysts. Therefore, the candidate will need experience in management and excellent communication skills to help lead and work alongside a new team. As the function is a starting from scratch, the opportunity will allow an entrepreneurial thinker to invest some of their own ideas and methods into the new expanding group. 

The position will be heavily involved in the development of IRB credit risk models. The candidate will need to have strong experience working with Credit risk analytics/quant modelling teams delivering projects such as PD, LGD, EAD and stress testing. 

Key Requirements
  • 8+ years’ experience within a related quantitative function in a financial institution
  • Direct experience working within a model validation group
  • Hands-on experience with the development of PD, LGD, EAD.  
  • Excellent communication skills (Fluent English required)
  • Strong educational background (Quantitative / Numerical / Statistical subject)
  • Team Player and ability to work effectively independently
  • Skills: SAS, R, SQL
  • Strong IFRS 9 knowledge 
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