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Wholesale Credit risk - Quantitative Analyst - Investment Bank

Job Title: Wholesale Credit risk - Quantitative Analyst - Investment Bank
Contract Type: Permanent
Location: London, England
Industry: financial services
Salary: £70000 - £80000 per annum
Start Date: ASAP
REF: BBBH22686_1573491754
Contact Name: Kit Watts
Job Published: 28 days ago

Job Description

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.

Responsibilities:

  • 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.

Skills Required:

  • 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.