Skip to main content

Quantitative Advisory – Credit Risk

Quantitative Advisory – Credit Risk

  • London

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.

Key Responsibilities

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.

Your Skills

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
Maximum file size: 78 MB.

Job Overview
Risk Management
Offered Salary
£40,000 - £100,000