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|Sector||Credit & Risk Management|
Multinational Financial Services Organisation seeking a Credit Risk Modelling Senior Manager to join their London office.
Lead on elements of the Solvency II and Economic Capital technical advice, modelling and insight in relation to credit risk to support the Group businesses.
Develop strategy for design and implementation of updates and replacements to the firms credit models including specification of methodology.
Provide pragmatic solutions to remediate weaknesses and meet customer needs. Hands on coding of model developments (e.g. in R, Access, Excel, VBA).
Provide deep analytical capability within the credit risk modelling team to support understanding of the drivers of credit risk, including the market spread risk on credit assets.
Work closely with stakeholders to develop and implement credit risk modelling strategy to support practical, economically beneficial investment decision making across Group.
Diagnosis and explanation of calibration movements.
Skills/ Experience required
Quantitative first degree. FIA/CFA or other professional qualification (preferred but not required).
Knowledge of market best practice statistical and risk modelling techniques
Knowledge of portfolio credit modelling and single name credit models including structural models
Outstanding mathematical and quant modelling skills
Hands-on model development capability, including coding in statistical packages and managing financial modelling projects to delivery through all stages of validation and governance
Good written and verbal communications, in particular clear and concise drafting of technical documentation, and ability to explain modelling concepts to non-experts
For applications or enquiries, email Tim.Holbrough@BRUINFinancial.com
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