| Description: |
Credit Risk Modeller - tier 1 institution - AVP/VP, London, £55,000 to £105,000
My client, a tier one financial services institution serving high net worth and intermediary clients worldwide, is currently going from strength to strength and is expanding the credit risk team as a result.
The Team:
- The team is responsible for CR management of the lending and trading portfolio and have shown strong growth and lending activity. As a direct result of this, an exciting, creative opportunity within the credit risk modelling team has opened up.
- The team is looking for several individuals across a range of seniorities (preferably AVP/VP) with relevant experience working within any or all of the following: development, review, validation and implementation of PD, EAD, LGD models that meet Basel II standards.
The Candidate:
- As one of these individuals, you will have worked within financial services (including consultancies, ratings agencies or a regulator), employing programming skills such as VBA and/or C++/C# and/or SAS backed up by a strong educational background such as a quantitative PhD or Masters from a well-regarded university.
- Experience is required with any of the following: AIRB models, RWAs, Economic Capital, RAROC/ROEC and credit portfolio analysis.
- Candidates are also expected to have excellent documentation and communications skills as the role involves working closely with senior management, group risk, finance, front office, sanctioners, operations, IR, policy etc.
Interviews are already in process and relevant candidates looking to engage in an exciting environment are encouraged to call or email to the details provided
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