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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.
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.
* The salary benchmark is based on the target salaries of market leaders in their relevant sectors. It is intended to serve as a guide to help Premium Members assess open positions and to help in salary negotiations. The salary benchmark is not provided directly by the company, which could be significantly higher or lower.