Senior Quant Risk Analyst – Credit Risk Modelling

Bruin; City Of London; On-site; GBP 60,000 - 80,000; Full time

Job summary

An international bank in the City of London is seeking a Senior Quant Risk Analyst with strong analytical skills to join their team. The role focuses on developing and maintaining models that quantify credit risk, offering a chance to impact internal and regulatory assessments. Candidates should possess significant experience in credit risk analytics and be proficient in SQL, R, and Python. This is a great opportunity for those looking to shape risk strategy through innovative modelling approaches.

Qualifications

• Significant experience in credit risk analytics within financial services.
• Strong technical skills necessary to develop and maintain credit risk models.

Responsibilities

• Develop, document, and maintain models that quantify credit risk.
• Support regulatory and internal capital assessments.
• Work on stress testing and scenario analysis.

Skills

Proficiency in SQL

Access

R

Advanced Excel

Python

Education

Degree in Finance, Mathematics, Economics, Engineering

Job description

Senior Quant Risk Analyst – Credit Risk Modelling

I am recruiting for a highly analytical Credit Risk Modelling Specialist to join an international bank in the City. This role involves developing, documenting, and maintaining models that quantify credit risk and support regulatory and internal capital assessments. You will work on complex modelling initiatives, including stress testing, scenario analysis, and innovative approaches to climate risk.

The position requires strong technical skills—proficiency in SQL, Access, or R, along with advanced Excel and Python capabilities. Significant experience in credit risk analytics within financial services and a degree in a quantitative discipline (Finance, Mathematics, Economics, Engineering, etc.) are essential.

If you thrive on solving complex problems and want to shape risk strategy through robust modelling, please get in touch.