Accessibility Links

Risk Model Validation Role – London

  • Job type: Permanent
  • Location: London
  • Salary: Competitive
  • Job reference: JHED11
  • Sector: Banking and Finance, Risk Management, Selby Jennings
  • Date posted: 07/12/2017
Credit Risk Retail Model Development Specialist for Leading European Bank

Description

A leading London based Retail bank is looking to expand their Risk Model Development group reporting into the Head of Risk Analytics. The position will be heavily involved in the development of credit risk models. The position is open due to IFRS 9 and the model landscape expanding aggressively within the bank. The candidate will need to have strong experience working with Credit risk analytics/quant modelling teams delivering projects such as PD, LGD, EAD, stress testing and loan life-cycle models. The team are currently looking to expand their Risk team, looking for a Senior candidate with the ability to progress to management in the next year.

Key Requirements
  • 3+ years’ experience within a related quantitative function in a financial institution
  • Direct experience working within a model validation group
  • Excellent communication skills (Fluent English required)
  • Strong educational background (Quantitative / Numerical / Statistical subject)
  • Willing to relocate to Denmark OR already based there
  • Team Player and ability to work effectively independently
  • Skills: SAS, R, SQL
  • Strong IFRS 9 knowledge 
Similar jobs
Director Corporate Finance Advisory, Real Estate - London (VP/Manager)
  • Job type: Permanent
  • Location: London
  • Salary: Competitive
  • Description My client, a leading corporate advisor is looking to add an experienced individual to join their successful Real Estate team to help with the origination,...
VP Investment Banking Healthcare
  • Job type: Permanent
  • Location: New York
  • Salary: $225000 - $250000 per annum
  • Description This is an exciting opportunity to join a leading Investment Bank in New York. My client is seeking a seasoned Healthcare Investment Banker to join...
Compliance Role
  • Job type: Permanent
  • Location: London
  • Salary: £100000 - £120000 per annum
  • Description Looking for a Senior Compliance Manager for a role in central London with a firm who have provided investment services for over 25 years. This...
Senior Quant Analyst –Securitized Products Pricing
  • Job type: Permanent
  • Location: North Carolina
  • Salary: Competitive
  • Description Senior Quant Analyst – Securitized Products Pricing A top global investment bank is hiring in their Quantitative Analytics group. This team covers all securitized
AVP/VP - Securitized Products Valuations
  • Job type: Permanent
  • Location: New York
  • Salary: Competitive
  • Description AVP/VP – Securitized Products Valuations A top global investment bank is hiring in their Valuations/Independent Price Verification group across multiple locations. This team