Quantitative Credit Risk Modeller

Barclay Simpson; Greater London; On-site; GBP 25,000 - 35,000; Full time

Job summary

Barclay Simpson in London is seeking a graduate or early-career analyst to join its credit risk modelling team. You will prepare and analyse datasets, support model development and testing, and explain results to stakeholders.

No prior credit risk experience is required; the role emphasizes strong quantitative ability, practical Python skills, and the ability to take a project from analysis to conclusions, including IFRS 9 or IRB models and scorecards.

Qualifications

• A BSc or MSc in a quantitative subject. An MSc is preferred and a 2:1 or above is typical.
• Up to one year of professional experience; final-year students and recent graduates are welcome.
• Python skills demonstrated through a dissertation, GitHub, placement or personal project.
• Experience cleaning and analysing data, and communicating what the results mean.
• Curiosity, attention to detail and a willingness to learn.

Responsibilities

• Prepare and analyse datasets, support model development and testing, and explain results.
• Contribute to technical documentation and client discussions, and learn how to present findings.
• Work on IFRS 9 models, IRB models, credit scorecards and model validation as needed.

Skills

Quantitative ability

Data cleaning & analysis

Communication of results

Curiosity & willingness to learn

Attention to detail

Education

BSc or MSc in quantitative subject

MSc preferred, 2:1 or above

Tools

Python

SQL

pandas

scikit-learn

Job description

Barclay Simpson in London is seeking a graduate or early-career analyst to join its credit risk modelling team. You will prepare and analyse datasets, support model development and testing, and explain results to stakeholders.

No prior credit risk experience is required; the role emphasizes strong quantitative ability, practical Python skills, and the ability to take a project from analysis to conclusions, including IFRS 9 or IRB models and scorecards.