Credit Risk, Senior Quantitative Analyst
other jobs eFinancial Careers
Added before 2 Days
- England,London
- full-time
- Competitive salary
Job Description:
To be successful in this role you should meet the following requirements:
*Significant experience of wholesale modelling (probability of default, exposure at default and loss given default models (PD, EAD and LGD), Including experience with multiple model types.
*Excellent understanding of credit risk modelling (AIRB and/or IFRS9).
*Familiarity with regulatory requirements, primarily UK (PRA) or EU (EBA/ECB) based regulation.
*Proficiency in manipulation of large data sets, preferably in Python, and excellent understanding of credit risk related data.
*demonstrated ability to explain technical tasks and methodology to a wider, sometimes non-technical audience.
Desirable Skills:
*Knowledge of Python, SAS and/or SQL and their applications would be beneficial.
*Knowledge of (Python) model implementation in a bank’s operating environment, including the link to policies, procedures and regulations.
*Proficiency in English both written and verbal.
*Significant experience of wholesale modelling (probability of default, exposure at default and loss given default models (PD, EAD and LGD), Including experience with multiple model types.
*Excellent understanding of credit risk modelling (AIRB and/or IFRS9).
*Familiarity with regulatory requirements, primarily UK (PRA) or EU (EBA/ECB) based regulation.
*Proficiency in manipulation of large data sets, preferably in Python, and excellent understanding of credit risk related data.
*demonstrated ability to explain technical tasks and methodology to a wider, sometimes non-technical audience.
Desirable Skills:
*Knowledge of Python, SAS and/or SQL and their applications would be beneficial.
*Knowledge of (Python) model implementation in a bank’s operating environment, including the link to policies, procedures and regulations.
*Proficiency in English both written and verbal.
Job number 1673808
metapel
Company Details:
eFinancial Careers
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