Credit Risk Quantitative Analyst Consultant - Multiple roles

  • Location

    London, England

  • Sector:

    Banking & Financial Services

  • Job type:

    Permanent

  • Salary:

    Negotiable

  • Contact:

    Phoebe Cheung

  • Contact email:

    phoebecheung@taylorroot.com

  • Job ref:

    PCH - Quant Risk_1548929325

  • Published:

    17 days ago

  • Expiry date:

    2019-02-12

  • Consultant:

    #

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.

Responsibilities:

  • 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

Requirements:

  • 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 phoebecheung@taylorroot.com 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.