Credit Risk Modeller - Consultant

Location London
Discipline: Banking and Finance
Job type: Permanent
Salary: £40000 - £80000 per annum + + bens
Contact name: Lee Horan

Contact email: Lee@recfinance.co.uk
Job ref: BBBH23_1635351069
Published: about 1 month ago

My client are a leading Risk & Finance Consultancy Firm, who operate globally on behalf of clients and client projects, looking for an experienced Risk Management Consultant with Credit Risk Modelling expertise.


You will partner with global banks and financial institutions across London, Europe and sometimes Middle East), and assist in the development and maintenance of quantitative models used in the bank's risk frameworks as well as actively participate in stakeholder management throughout various stage of model lifecycle.


Requirements

  • Min. 4 years of experience in the area of credit risk, of which at least 2 years in a consulting environmentFirst experience in the independent management of projects
  • Experience mainly in the area of modeling and / or validation
  • Strong technical skills - Credit Risk Modelling, Analytics, Statistics
  • Knowledge of IRB, IFRS9
  • Programming/IT - Excel is a must, however R, Python, VBA would be beneficial
  • Additional knowledge of CPM, Stress testing, ICAAP, IRRBB, ILAAP
  • Experience of the development and practical application of risk models, including scoring and model monitoring
  • Ability to quickly familiarise yourself with new subject areas
  • Ability to grasp complex topics in a goal-oriented manner and to structure them independently and to develop innovative solutions even under time pressure
  • Willingness to travel worldwide