• £60000 - £70000 per annum
  • Londres, Angleterre, Royaume-Uni
  • CDI, Plein-temps
  • Selby Jennings QRF
  • 27 oct. 17

Assistant Director - Wholesale Credit Risk Model Developer

  • Lieu de travail : Londres, Angleterre, Royaume-Uni
  • Salaire : £60000 - £70000 per annum
  • Type de contrat : Plein-temps

Credit risk / modelling / quantitative / pd, lgd, ead / quant / model development

Job Description:

The Assistant Director has responsibility for developing, delivering, validating, signing-off and supporting advanced credit risk models, including, Probability of Default (PD) and Ratings, Loss Given Default (LGD), Exposure to Default (EAD). These models are developed using strong conceptual credit risk foundations and wherever possible, they utilise advanced statistical techniques applied to detailed credit data sourced both internally and externally.

The role is looking for an individual with a strong quantitative background whilst also being able to relate and be personable to the company's client. There is an opportunity for a small amount of international travel as well as contributing to one of the most successful and therefore expanding Risk teams in Europe.

Responsibilities and core skills:
  • Experience in building single obligor risk assessment models (such as PD, LGD, EAD, Stress testing and Provision Models).
  • Contribute to the team’s overall development and evolution of credit risk modelling expertise
  • Contribute to model and methodology-related presentations to credit officers and model users and as well to detailed model business requirements
  • Strong working knowledge of R, SAS, Matlab, and Excel.
  • Good interpersonal skills and the ability to build professional relationships
  • Be flexible on 2-5 days of international travel per month
  • Excellent analytical skills and persistence in analytical and problem solving, quantitative approach to understanding problems in finance.
  • Minimum Bachelor’s Degree (or equivalent) with an emphasis in Finance, Economics, Accounting, Mathematics, or related quantitative field. An MA, MSc or PhD degree a plus.