- £75,000 - £100,000 + Package + Bonus
- Londres, Angleterre, Royaume-Uni
- CDI, Plein-temps
- Barclay Simpson
Senior Quantitative Modeler - Credit Risk
An exciting opportunity for a Senior Quantitative Modeller to take on a new challenge at a well known banking group
You will join the team responsible for building corporate and commercial models used for portfolio monitoring and stress testing. Gaining exposure to a wide range of models and modelling approaches and providing senior steer as a key member of the function.
• Design, build and implement models for different asset classes and provide quantitative analytical support.
• Own the pricing tools, existing models, and portfolio management reporting from the angle of model performance.
• Liaise with Internal Validation and Audit functions supplying required analysis and input into the Validation and Audit processes.
• Provide senior input into model development projects, ability to take ownership and management of tasks to completion.
• Previous experience building credit risk models, including knowledge of regulation, estimation and validation techniques relevant IRB modelling.
• Strong SAS.
• Proven ability in model development and detailed knowledge of strategies and products in corporate and commercial markets would be advantageous.
Hit "apply" to find out more.