Quant Risk Analyst

This is an exciting opportunity to join a thriving bank in London who are looking to grow their quantitative analytics team which acts as the central data hub for analytics across risk. They want to bring on board someone who can contribute to rolling out their IRB portfolio over the next few years.

The role itself will focus on working on defining the IRB data requirements for their IRB models in their retail portfolio, assessing the data and what is missing. This encompasses supporting the development of the banks PD, LGD, and EAD models, and being able to work on their stress testing models.

They are looking for an individual who has
- Experience with SAS and SQL
- Understanding of the IRB regulation
- Strong Analytical background
- Experience working within financial services work on model development and data analysis
- Have a statistics, mathematics, data science, or quantitative degree

If you have relevant experience and looking for the next step in your career as a Quantitative Risk Analyst

Apply Now!

InterQuest Group is acting as an employment agency for this vacancy. InterQuest Group is an equal opportunities employer and we welcome applications from all suitably qualified persons regardless of age, disability, gender, religion/belief, race, marriage, civil partnership, pregnancy, maternity, sex or sexual orientation. Please make us aware if you require any reasonable adjustments throughout the recruitment process.