My client, a leading Financial Institution, are looking for a junior Quantitative Risk professional to join their expanding Model Validation department. The department are based across the UK, with offices in London, Edinburgh, Bristol, Chester and Leeds.
- Assess the theoretical assumptions of retail and wholesale credit risk models
- Ensure models are calibrated and fit for purpose
- Build challenger models
- Develop relationships and breakdown concepts with non technical stakeholders
- MSc/PhD in a numerical discipline
- Programming experience in Python/SAS/C++
- Prior experience in building or validating PD/LGD/EAD models
- Strong written and verbal communication skills
Please submit a copy of your CV for further information on this and other current vacancies.