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Wholesale Credit Model Developer

Salary £65k
Type Permanent
Location London
Sector Credit & Risk Management
Job Reference T55/TXH/26880
Contact Tim Holbrough
Date posted 04-09-2017

Market leading Consultancy firm seeking Quantitative professionals (Associate/ AVP level) to build wholesale credit risk models. Based in Canary Wharf.

Key responsibilities

• Lead small internal project teams made up of internal associates from the research group, to design and deliver customised solutions to senior executives at client organisations, assume ownership of small projects, and arrange post-project support.
• Conduct technical design and knowledge transfer workshops on quantitative and qualitative methodologies so that clients can utilise the full potential of the firm’s solution. You are expected to train both quantitative analysts and non quantitative credit analysts and executives.
• Build custom single obligor risk assessment models (such as PD/LGD/EAD/Stress Testing/IFRS9) using clients’ and/or the firm’s data for the Wholesale segment.
• Support business development efforts under the coordination of the Director, including supporting meetings with prospective clients to provide expertise, proposal writing and pitch development, and, under the guidance of the Director, recommend solutions in real-time as part of determining client requirements and project scope.

Skills/ Experience required

• Bachelor’s Degree with an emphasis in Finance, Economics, Accounting, Mathematics, or related quantitative field. Ma or MSc preferable.
• FRM or PRM or CFA designation a plus.
• Strong working knowledge of R, SAS, Matlab, and Excel.
• Relevant experience in financial markets, gained at either a top-tier consulting firm or within a commercial banking or capital markets environment.
• Familiarity with modern credit risk management and the requirements of Basel II / III and European Regulation.
• Excellent analytical skills and persistence in analytical and problem solving, quantitative approach to understanding problems in finance
• Must be flexible with international travel
• Good written and verbal communication skills
• Fluent in English. Fluency in another European language beneficia

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Contact Tim about this job

AVP, Consultant