6 Credit Risk Modelling Jobs

Manager - Model Development/Validation (Credit Risk) Experience: Credit Risk Modeling: Minimum 4 years developing and/or validating credit risk models, with at least 1 year in a consulting role. IRB Expertise: Deep understanding of operational tasks for IRB model development and validation. … ability to manage projects effectively. Quantitative Analysis: Strong quantitative background and analytical skills. Technical Proficiency: Proficient in Excel, Python, SQL, and their applications in credit risk modeling. Problem-Solving: Ability to understand complex issues, develop innovative solutions independently, and deliver results quickly. Languages: Fluency: Fluent in English and more »

Credit Risk Modelling Analyst- Remote (once a month in the office)- Up to £55K! One of my Clients are on the search for a Modelling Analyst to join their credit risk team and work across the credit risk lifecycle with a focus … on model development. Key Requirements: Experience of working within credit risk Advanced Excel, including pivot tables and developing macros SQL/SAS/Python experience High attention to detail and high level of accuracy Proficient in Microsoft Office packages Excellent analytical and problem-solving skills To be reliable more »

This is an exciting opportunity with an established financial institution in the West Midlands who are looking to bring in a Senior Risk Modelling Analyst who will have the opportunity to get hands-on working with the team and taking ownership of the model development cycle. This is … a greenfield opportunity to establish yourself within a business that will offer the chance to lead the credit risk model development, but also the opportunity for wider analytical modelling within the company. You will have interaction with multiple senior stakeholders and C-Suite on a weekly basis … with a consistently high degree of accuracy If you have relevant experience and looking for the next step in your career as a Senior Risk Modelling Analyst, apply now more »

Our client, a leading Global Banking Group is looking for a VP Quantitative Analyst to join them as Model validator in the their Model Risk Management team in London. The role holder will be responsible for the validation of non-traded market risk models such as Economic capital … IRRBB, ALM, Stress testing, Counterparty Credit Risk Models, Climate Risk Models. This is an exciting opportunity to join a major global Bank, within a growing team and with quick progression opportunities. Requirements: An advanced degree in econometrics, economics, quantitative finance or another quantitative discipline Experience in IRRBB … ALM, Stress testing, Credit risk or Counterparty Credit Risk Experience in coding (R, Python, MatLab, etc) In-depth knowledge of Model Risk management processes Due to the high levels of applications received, only successful candidates shall be contacted. If you are suitable for any other more »

lives. They specialise in providing loans to customers who may face challenges obtaining them elsewhere. ROLE: Develop and implement machine learning models to optimize credit risk assessment and pricing strategies. Analyze large datasets to extract meaningful insights and trends that inform decision-making processes. Collaborate with cross-functional … teams, including risk management, finance, and technology, to enhance existing models and develop new ones. Stay abreast of industry trends, regulations, and best practices in credit risk modeling and pricing. REQUIREMENTS: Master's or Ph.D. in a quantitative field such as Statistics, Mathematics, or Computer Science. Proven … experience in machine learning and statistical modeling, with a focus on credit risk and pricing within the financial/lending industry. Strong programming skills in languages such as Python or R. Familiarity with relevant tools and libraries, including scikit-learn, TensorFlow, or PyTorch. Ability to analyze and interpret more »

to delivering innovative solutions and exceptional service to our clients. Our team of dedicated professionals thrives on pushing the boundaries of financial analysis and risk management to drive success in an ever-evolving market landscape. Essential Skills/Basic Qualifications: A strong academic background with a minimum of an … tasks and projects. Desirable Skills/Preferred Qualifications: Preferred qualifications include an MBA, CA, Masters in Statistics, Economics, Finance, or Engineering. Prior experience in Credit Risk Model Development or Model Validation within the banking or financial industry. Proficiency with Data Analysis tools such as SAS, Python, and MS … Suite (Word, Excel, PowerPoint, Project, Visio, and SharePoint). Previous experience in the banking or financial industry with knowledge of capital and risk management principles is highly desirable. Please note, in the event of a high volume of applications for this role, we will not be able to respond more »