Quantitative Risk Analyst VP

Hunter Bond; City Of London; Hybrid; GBP 100,000 - 130,000; Full time

Job summary

A leading investment bank in London is seeking a Quantitative Risk Analyst to develop and monitor Credit Risk models. The ideal candidate will have a strong background in Credit Risk Model development and a degree in a quantitative subject. This role offers a competitive salary of up to £130,000 plus bonus and package, with flexible work-from-home options.

Qualifications

• Strong background in Credit Risk Model development.
• Degree in Finance, Mathematics, Economics, Engineering or similar.
• Experience in R programming language.

Responsibilities

• Develop and document Credit Risk models for the EMEA region.
• Support Regulatory and Internal Capital Assessments such as ICAAP, ICARA.
• Innovate in climate risk modelling and scenario analysis.

Skills

Credit Risk Model development

Programming in R

Strong Excel skills

Good communication

Stakeholder management

Education

Degree in Quantitative subject

Tools

Python

SAS

Access

Job description

My leading Investment Bank client are looking for a talented and motivated individual to take responsibility for developing, documenting, and monitoring Credit Risk models for their EMEA region. You'll take initiative on activities supporting Regulatory and Internal Capital Assessments such as ICAAP, ICARA and others, as well as developing innovative solutions in climate risk modelling and scenario analysis exercise.

The team is high performing yet supportive, with great management. A brilliant opportunity!

The following skills/experience is required:

• Strong background in Credit Risk Model development
• Degree in Quantitative subject (Finance, Mathematics, Economics, Engineering, etc)
• Programming languages, ideally R. Python, SAS are desirable
• Banking background
• Strong Excel and Access skills
• Good communication and stakeholder management skills.

Salary: Up to £130,000 + bonus + package

Level: Vice President (VP)

Location: London (good work from home options available)

If you are interested in this Quantitative Risk Analyst position and meet the above requirements please apply immediately.