Wholesale Credit risk - Quantitative Analyst - Investment Bank - London
Twenty Financial Services are currently recruiting for a Credit Risk Quantitative Analyst position for a Global Investment bank located in London. You will gain exposure to numerous different business lines due to the team you will be in and the way in which they operate.
Your main responsibility will be to cover wholesale credit risk models and validate them. This will cover multi asset classes.
- Review risk models and test for accuracy, data proficiency and numerical precision.
- Maintenance of wholesale credit risk models and improvements.
- Test risk models and specify any changes that need to be made.
- Improve the existing system controls.
- Ad-hoc duties as and when required.
- Contribute to wider risk functions.
- Previous experience working within quantitative analytics function ideally in either model validation or model development
- Extensive knowledge on financial markets and product derivatives.
- Experience in a role within the risk space.
- Experience to a proficient with one or more of the following, VBA, R, Python.