Credit Risk Quant recruitment
The role sits in a specialist team responsible for developing and validating ratings models for wholesale risk and offers a great opportunity to further develop your knowledge of credit risk modelling given the variety of work you will be exposed to.
The role:
- Development, validation and review of models for wholesale credit risk.
- Implementing statistical methodologies in order to capture risk in the wholesale portfolio.
- Primary focus is upon LGD EAD models.
- The role also offers exposure to PD, stress testing and economic capital.
- Regular interaction with other areas of the bank requiring strong communication skills.
The candidate:
- Strong knowledge of LGD/EAD modelling.
- Excellent data set manipulation skills, ideally in SAS.
- An understanding of macroeconomics and stress testing.
- Good programming skills.
- Possess an excellent quantitative background.
If you would like to apply for this role or find out more, please apply online or contact Barry Whyte at Robert Walters on barry.whyte@robertwalters.com quoting the reference 1556340/BWF
November 27, 2011
• Tags: Credit Risk Quant recruitment, Risk Management careers in the UK • Posted in: Financial