£70,000 | London | Permanent
Posted 24 days ago
This is an opportunity to join an established bank, which offers a range of products for personal and business use. You will sit within the risk methodology function working closely with the head of to work on the development, monitoring and maintenance of the various quantitative Credit Risk models across the Retail and Wholesale portfolios
The role itself will entail working within the credit risk modelling environment. Developing, monitoring, and maintaining models within the IFRS 9 and IRB environment, with a focus on PD, LGD and EAD models, scorecards, and other quantitative models. There will also be an emphasis on finding new ways to challenger their existing models to find room for improvement. The use of SAS will be essential for the role.
They are looking for an individual who has
- Experience working with SAS, or another programming language
- Experience developing IFRS 9 or IRB models (PD, LGD, EAD models)
- Statistical/Quantitative background
- Someone with the drive to get hands-on and technical
If this sounds interesting and you are looking for the next step of your career becoming a Quantitative Modeller.
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.