My client are a niche consultancy based in London who are looking to expand the Quant Risk function. They have been mandated with huge workflow across the Credit Risk remit and therefore are looking for several headcounts to start ASAP.
- Validating Credit Risk IRB Models (PD, LGD & EAD)
- Development of alternative Credit Risk Models for the retail banking/corporate Banking sector.
- Extensive experience of developing or validating credit risk models
- Programming skills in SAS
- You must be either immediatley available or on a 1 months notice.
This opportunity will allow you to eventually explore and learn other areas within Quantitative Risk i.e. Counterpary Credit Risk, Market Risk Methodolgy etc.
Please do not apply if you have a 3 months notice period.