Description
Risk Modeller - Credit Risk - Investment Banking
6 months - Canary Wharf
A Credit Risk Modeller to work with a Tier 1 Investment Bank in Canary Wharf. The successful candidate will have strong experience with Credit Risk concepts, Credit Risk Modelling and a Quantitative skill set
The role will sit within the Credit Stress Testing BAU team, and will primarily cover the validation of system implementation of credit risk methodologies and BAU support for scenario execution and portfolio analysis.
RESPONSIBILITIES
* Validation of implementation of credit risk methodologies
* Streamlining of BAU scenario execution processes and propose areas of improvement, working with respective Change, IT and CRM teams.
* Project related infrastructure improvement and rolling out of developed methodologies
* BAU scenario execution for regulatory purposes as well as internal senior management
* Liaison with Enterprise Risk function, IT, Finance, Credit Officers for day to day queries and ad hoc analyses
* Pre deal trade requests to support Trading and Credit Risk Management
* Engage with Modelling team and Quantitative strategies to validate scenario results
SKILLS AND EXPERIENCE
* Good understanding of complex credit risk concepts, credit modelling experience is ideal
* Strong SQL required, data manipulation
* Good presentation and communication skills
* Good understanding of derivative products
* Strong academic background
* Credit Risk background, ideally from a modelling quantitative role
* Experience in Risk, Banking
Hy-phen Limited is acting as an Employment Business in relation to this vacancy.
The Adecco Group UK & Ireland is an Equal Opportunities Employer.