My client, a reputable consultancy firm is looking for Banking Book Credit Risk Quantitative Analyst to join their Quantitative Advisory team based in Edinburgh and London.
- Participate in and lead in Quantitative Risk engagements with a Credit Risk focus
- Work effectively as a team member sharing responsibility, providing support, maintaining communication, and updating senior team members on progress
- Assist in preparing reports and project plans that will be delivered to clients and other parties
- Develop and maintain productive working relationships with client personnel
- Build strong internal relationships within Advisory and across other services
- 2-5+ years relevant Credit Risk Quantitative Analyst experience
- Experience in Financial Services, either as part of an institution; in an advisory or business consulting capacity to such organisations or in the regulation of such institutions.
- Strong academic background including at least a Bachelor's degree (Computational Finance, Mathematics, Engineering, Statistics, or Physics preferred) or equivalent.
- Knowledge of Probability of Default (PD) / Loss Given Default (LGD) / Exposure at Default (EAD) / Internal Ratings Based (IRB) / Stress Testing
- Knowledge of Credit Risk & Financial Services Regulation - such as IFRS9
- Experience in any of the following software development environments: VBA / Java / C++/ SQL / R / Matlab / .NET / SAS
- Professional Qualification e.g. CQF / CFA / FRM / PRM is a plus
Please send your CV to firstname.lastname@example.org in subject quote "WCR Quant"
Please note our advertisements use PQE/salary levels purely as a guide. However we are happy to consider applications from all candidates who are able to demonstrate the skills necessary to fulfil the role.