Jobs

Credit Risk, Senior Quantitative Analyst


Job details
  • Eximius Finance
  • London
  • 1 week ago

To be successful in this role you should meet the following requirements: 

  • Significant experience of wholesale modelling (probability of default, exposure at default and loss given default models (PD, EAD and LGD), Including experience with multiple model types.
  • Excellent understanding of credit risk modelling (AIRB and/or IFRS9).
  • Familiarity with regulatory requirements, primarily UK (PRA) or EU (EBA/ECB) based regulation.
  • Proficiency in manipulation of large data sets, preferably in Python, and excellent understanding of credit risk related data.
  • demonstrated ability to explain technical tasks and methodology to a wider, sometimes non-technical audience.

 

Desirable Skills:

  • Knowledge of Python, SAS and/or SQL and their applications would be beneficial.
  • Knowledge of (Python) model implementation in a bank’s operating environment, including the link to policies, procedures and regulations.
  • Proficiency in English both written and verbal.

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