Quantitative Credit Risk Modeller | Credit Risk

This Top Investment Bank seeks Quantitative Credit Risk Analyst. The Bank requires the candidate to have a strong quantitative background who has the ability to , implement and validate models for calculating exposures. You will need to work with Traders, Sales and Quant personnel. If you are a highly capable, enthusiastic, and determined person with the drive to push your career forward to the front office then apply.

The Role
– Knowledge of the design, testing, maintenance and validation of counter-party risk models
– Provide hands-on, practical quantitative analysis (PD/LDG/EAD)
– Knowledge of intensive theoretical work and the implementation of conceptual models using software for model design and testing
– Maintenance of team model validation and reviewing of schedule, running each model through various benchmarking tests and back tests to confirm reliability
– Offers support to Front Office (performing various reporting functions), management and customer relationship managers
– Working closely with Traders, Sales, CVA and Quants

Ideal Candidate
– PD/LGD/EAD modelling
– Quantitative background, Masters/PhD in Mathematics, Engineering or Physics
– Programming knowledge: VBA, Excel with an understanding of C++
– Motivated candidate with aspirations to work in front office

Key Words : Credit Risk, Risk, Quantitative, Quant, VP, Exposure, Counterparty, Stress Testing, Derivatives, Regulatory, Front Office, Portfolio, LDG, PD, EAD,

Please send all enquiries to risk@selbyjennings.com

Type: Full-time

Location: London

Category: Risk Jobs

Apply Email: risk@selbyjennings.com