Quantitative Credit Risk Analyst - Banking - London

Job Title: Quantitative Credit Risk Analyst - Banking - London
Contract Type: Contract
Location: London, England
Salary: £650 - £675 per day
Start Date: asap
Reference: BBBH21627_1559065092
Contact Name: Maria Marcello
Contact Email:
Job Published: May 28, 2019 18:38

Job Description

A leading banking group is currently looking for a Quantitative Credit Risk Analyst as part of their growth. See some highlights of the role below;

The Job

  • Develop Credit Risk Models supporting the Development Management team
  • Enhance Credit Risk models and stress testing suite
  • Conduct accurate analysis in response to requests from Senior Management
  • Predict Risk Estimates such as PD, EAD and LGD


  • Strong knowledge of R, Matlab, Python or SAS
  • Experience of working in the Credit Modelling area is essential
  • Knowledge of Counterparty Credit Risk for Derivatives is highly beneficial
  • Previous experience of working on a Stress Testing project
  • Knowledge of Regulatory (Basel) capital framework

If this one sounds like the right opportunity for you, get in touch with Maria Marcello at Twenty Financial Services or sent an email at