Senior Quant Risk Analyst – Credit Risk Modelling

Ref: 43301
Senior Quant Risk Analyst – Credit Risk Modelling

I am recruiting for a highly analytical Credit Risk Modelling Specialist to join an international bank in the City. This role involves developing, documenting, and maintaining models that quantify credit risk and support regulatory and internal capital assessments. You will work on complex modelling initiatives, including stress testing, scenario analysis, and innovative approaches to climate risk.

The position requires strong technical skills—proficiency in SQL, Access, or R, along with advanced Excel and Python capabilities. Significant experience in credit risk analytics within financial services and a degree in a quantitative discipline (Finance, Mathematics, Economics, Engineering, etc.) are essential.

If you thrive on solving complex problems and want to shape risk strategy through robust modelling, please get in touch.
 

Bruin recognises the positive value of diversity, and aims to promote equality and challenge unfair discrimination. As a champion of equal opportunity employment we welcome applications from all suitably qualified persons – men and women, people of all ages, sexual orientations, nationalities, religions and beliefs. We particularly encourage applications from women, disabled, and Black, Asian and minority ethnic candidates as these groups are underrepresented throughout the financial services industry. Our clients work with us because they value a diverse workforce, and subscribe to our shared principle that all appointments are made on merit and that ability to perform the job will be the primary consideration.