Quantitative Risk Analyst VP

Hunter Bond; Greater London; Hybrid; GBP 110,000 - 130,000; Full time

Job summary

A leading investment bank in Greater London seeks a Vice President (VP) for their Quantitative Risk Analyst position. The candidate will develop Credit Risk models for the EMEA region, supporting regulatory assessments and innovative climate risk modeling. Ideal applicants will have a strong background in Credit Risk Model development, quantitative degrees, and proficiency in programming languages like R, as well as strong Excel and Access skills. Attractive compensation up to £130,000 with bonuses is offered.

Qualifications

• Strong background in Credit Risk Model development.
• Degree in Finance, Mathematics, Economics, or Engineering.
• Experience with programming languages like R, Python, SAS.

Responsibilities

• Develop, document, and monitor Credit Risk models for the EMEA region.
• Support regulatory and internal capital assessments.
• Innovative climate risk modeling and scenario analysis.

Skills

Credit Risk Model development

Strong Excel skills

Strong Access skills

Good communication

Stakeholder management

Programming in R

Programming in Python

Programming in SAS

Education

Degree in a quantitative subject

Job description

Job Overview

My leading Investment Bank client is looking for a talented and motivated individual to develop, document, and monitor Credit Risk models for the EMEA region. The role supports regulatory and internal capital assessments such as ICAAP, ICARA, and innovative climate risk modeling and scenario analysis exercises.

Job Responsibilities

The team is high performing yet supportive, with great management. This is a brilliant opportunity to take initiative on activities supporting regulatory and internal capital assessments while developing innovative solutions in climate risk modeling and scenario analysis.

Required Skills

• Strong background in Credit Risk Model development
• Degree in a 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

Compensation

Up to £130,000 + bonus + package

Level

Vice President (VP)

Location

London (good work from home options available)

Apply

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