Lead Analyst-Credit Risk Modeling in London, UK

Bullhorn Consultants Pvt. Ltd.; Greater London; On-site; GBP 60,000 - 80,000; Full time

Job summary

A financial services consultancy in Greater London is seeking a Lead Analyst in Credit Risk Modeling. This role involves resolving complex issues in credit risk models, managing project delivery, and contributing to developing new capabilities. Ideal candidates will have hands-on experience as a Quant Modeler, strong quantitative skills, and knowledge of Basel regulations. Excellent client management and communication skills are essential. The position offers an opportunity to work in a dynamic environment focused on innovation and client delivery.

Qualifications

• Experience developing/validating credit risk models for financial institutions.
• Knowledge of wholesale products like Commercial Real Estate and Residential Real Estate Loans.
• Understanding of Basel, CCAR, and DFAST frameworks.
• Experience in a multi-cultural and global environment.

Responsibilities

• Resolve complex issues in credit risk models used for economic and Basel capital.
• Manage end-to-end project delivery with onsite/offshore teams.
• Work on risk modeling and validation activities as needed.
• Participate in training activities and ensure knowledge dissemination.
• Contribute to thought leadership through papers and presentations.

Skills

Hands-on work-experience as a Quant Modeler

Strong quantitative and statistical skills

Strong analytical and problem-solving skills

Experience with statistical software like SAS and R

Strong client management skills

Good multitasking skills

Strong verbal and written communication skills

Job description

Lead Analyst-Credit Risk Modeling in London, UK

• Full-time

The role involves:-

• Resolving complex issues in building and validating credit risk models (PD/EAD/LGD) used in the calculation of economic and Basel capital for wholesale portfolios
• Managing end-to-end project delivery with onsite / offshore teams
• Helping develop newer capabilities and executing trial assignments
• Working on risk modeling, risk model validation activities as maybe required
• Managing small team/s of quant analysts
• Focusing on newer technologies (Big Data) and newer modeling techniques (Machine Learning, Artificial Neural Networks) to ensure models get developed
• Ensuring knowledge dissemination internally across other teams and participating in training activities
• Helping create “thought leadership” by writing papers, articles and contributing to external forum presentations

Skills required

• Should have hands‑on work‑experience as a Quant Modeler and developed/validated credit risk models (PD/LGD/EAD) for financial institutions, especially for wholesale portfolios
• Should have very good domain knowledge of wholesale products like Commercial Real Estate, Commercial and Industrial (C&I), Residential Real Estate Loans etc.
• Should have Strong quantitative and statistical skills (time series analysis, logistic/ linear regression, and segmentation)
• Should have solid analytical and problem‑solving skills; ability to isolate and solve issues using large amounts of data
• Should have strong Basel, CCAR and DFAST, FRY-14A, SR-11/7 understanding.
• Should have hands‑on experience of statistical software like SAS and R used for modeling purposes
• Strong verbal and written communication skills and strong interpersonal skills
• Strong client management skills. Should demonstrate very high client focus
• Experience of working onsite / offshore in a multi‑cultural and global environment
• Good at Multi‑tasking skills. Ability to quickly assimilate & comprehend information and deliver within strict deadlines
• Capable of working in a dynamic & rapidly changing environment. Should have the ability to manage change. This role requires the individual to be flexible and comfortable in dealing with high pressure.