Quantitative Advisory – Credit Risk
Our client is hiring at multiple experience levels, for quantitative credit risk professionals.
The team is renowned for providing a full range of Risk Advisory services to the Financial Services industry, and offers a rare opportunity to work with some very high-profile colleagues.
Depending on your level of experience, you will have a differing degree of commercial and managerial tasks. Some noteworthy projects and technical elements of the role:
- Lead or contribute to client engagements, including many of the world’s leading banks.
- Providing solutions to IFRS9, stress testing, FRTB, derivative valuation and xVA.
- Maintain and strengthen internal and external relationships.
- Prepare (or assist in the preparation of) reports and schedules that will be delivered to clients.
To be considered for this role, you must have:
- 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