Description
Credit risk modeller, credit risk model development, quantitative risk modelling, PD/LGD/EAD, ABS, analytics, wholesale credit risk, mathematics, Stochastic calculus, decision science, IFRS9, PhD
My client is a global bank looking to hire several Quant Analysts with E2E Credit Risk model experience of varying levels of experience to work on the quantitative modelling development aligned with IFRS9 regulation.
The successful candidates will have a minimum of between 3 and 5 years' experience of Quantitative Credit Risk Model Development (PD/LGD/EAD builds) and more specifically within Wholesale Credit Risk. These skills will be used to build and develop Wholesale Credit Risk Models (PD/LGD/EAD) as part of the IFRS9 Regulation. Essential technical skills include C++/C# programming (note: this is not a quant developer role).
The background of the successful candidates will include, at a minimum, Master's-level education within Mathematics/Financial Engineering/Physics/Stochastic Calculus.
To progress with this position, the applicant must be able to demonstrate elements from their experience where they have been directly involved in Quantitative Credit Risk Model Development. This role will require a focussed and driven professional with a proven background of success in a related field.
Allegis Group Limited and Aston Carter Limited operate Employment Businesses and Agencies and are companies within the Allegis Group Inc. group of companies, the fourth largest staffing company in the world, (collectively referred to as the "Allegis Group"). TEKsystems and Aerotek are divisions of Allegis Group Limited. Applicant data will be treated in accordance with the Allegis Group's Privacy Notice). By submitting personal data to any company or division within the Allegis Group, the applicant is providing explicit consent to the use of such data by the Allegis Group and to the transfer of such data to and from the Allegis Group companies within the UK, Europe and outside the European Economic Area in connection with the fulfilment of the applicant's voluntary requests, and the fulfilment of other job opportunities that match the applicant's profile, and confirms that they may be contacted about such job opportunities.