Credit Risk Model Validation – AVP recruitment

My client is looking for a Quantitative Analyst to join the Credit Risk Model Validation team in London. This team is responsible for independent point-in-time validations and annual reviews of credit models for internal risk management and regulatory capital. The team’s mandate covers EPE/PFE Monte Carlo models; PD, LGD, and EAD models; and models for credit risk economic capital.

They are looking for a candidate who has the right communication skills and interest in this field for their well-respected team.

Responsibilities include:

Skills required:

If you would like to apply for this role or find out more, please apply online or contact Anna Purves at Robert Walters on 0207 509 8745 or  anna.purves@robertwalters.com quoting the Job Reference 1603030/APC