• £75,000 - £100,000 + Package + Bonus
  • Londres, Angleterre, Royaume-Uni
  • CDI, Plein-temps
  • Barclay Simpson
  • 2018-07-06

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.

 Responsibilities:  

• 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.

Skillset:

• 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.

Londres, Angleterre, Royaume-Uni Londres Angleterre GB