Credit Risk Modelling – Director – Tier 1 Bank – London – 150k recruitment
My client, a Tier 1 Bank, has recently merged a global analytics tam covering Corporate SME and Retail to be one of the largest and succesful analytics teams in the City. This is due to huge customer demand and creating an analytics Centre of Excellence with scope to look at a number of areas such as ICAAP/Stress Testing and Basel III from a Credit and Market Risk point of view. I am working with a Global MD we have hired for before to search for a Director of this team who will be a senior and pivitol part of this team. You will be at or approaching SVP level with strong experience in either Wholesale Read more […]
Credit Risk Modelling/Model Validation recruitment
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.Responsibilities include:Completing model reviews along with appropriate documentation and testing resultsCommunicating key findings to senior management, model developers, credit risk officers, and regulatorsOverseeing control processes to ensure previously approved models continue to behave as expected, including backtestingReviews Read more […]
Credit Risk Modelling, Vice President recruitment
My client, a tier 1 investment bank is seeking candidates with a background in credit risk modelling and strong quantitative and analytical skills to join their team as a Vice President.Responsibilities of the sucessful candidate will include:- Applying modelling skills and experience to a wide variety of assigments- Managing and coaching other team members and ensuring the timely delivery of assigments.- Essential skills:- Credit Risk Modelling- LGD, EAD and PD- Excellent interpersonal skills including influencing skills-Desirable skills:- Managerial skills from a previous roleFor more information Read more […]
Credit Risk Modelling, (Senior) Consultant recruitment
A leading international consultancy is seeking 2 consultants with a background in credit risk and strong quantitative and analytical skills.This is a unique opportunity to join a world-renowned credit risk modelling team in a (senior) managerial capacity.Responsibilities of the sucessful candidate will include:- Applying modelling skills and experience to a wide variety of assigments in both the banking industry and outside financial services.- Developing new and existing client relationships, including through client handling as the main point of day-to-day contact on assignments.- Managing Read more […]
Credit Risk Modelling – Senior Quantitative role – SAS – *NEW ROLE* recruitment
The teams are some of the most renowned in Europe for developing Quantitative Modelling skills and have produced World Class Quants that have gone on to run Global teams. The Quantitative Credit Risk Modellers will have 5 years + experience working within either a Portfolio Analytics or Model Validation environment, good understanding of PD, LDG, EAD ideally some model development experience and ideally PhD but good MSc will defintiely be considered. SAS skills are needed. Base II, Basel III regulation knowledge would help.Communication skills are also key. These are not pure research groups; Read more […]