Credit Risk Modeller – Tier 1 Bank – London – 70k – Exclusive recruitment
I am working excusively with the Credit Risk Analytics of a Tier 1 Bank which has a global remit that is preparing for the next phase of Capital Modelling growth down to Basel III. There are wide ranging roles covering PD/LGD/EAD Modelling, Economic Capital, Stress Testing and Basel III Capital Management across all this bank's SME Business banking clients globally.
They are looking for candidates with a good quantitative background, with exposure in either Corporate or Retail Credit Risk Modelling in a Bank, Building Society, Consulting firm or an international regulator. You will be developing models across clients ina number of global regions with full training in the other high profile Credit Risk areas this team is responsible for. You will be working within a highly regarded team put together by one of the leading Credit Risk Analytics MDs in the City. There will be scope (but no obligation) to travel to the US and Asia as part of this role as well as access to a number of leading paths in Credit, Market and Basel III roles across the bank.
We have hired a number of times for this cutting edge team and they are looking to shortlist and interview this and next week so call me or send your cv asap in complete confidence.
