2 of 2 Contract Credit Risk Modelling Jobs in the UK

inside IR35, with a minimum of 50% travel into the London office a month. The principal requirement of the role is to carry out quantitative analysis of potential counterparty credit risk model changes proposed in the context of regulatory or business requirements. Investigations will normally include model assessment, backed up by statistical tests and impact analyses. Prototype implementation … documentation and presentation of results are integral parts of the task. General understanding of the wider counterparty credit risk modelling framework, in addition to strong Python and writing skills are thus required. Accordingly, the role does require a solid background in counterparty credit risk (preferred). Continuous interaction with other teams in RISK, Risk Systems and Front Office will call for strong communication skills. Working in close partnership with quantitative analysts within SIGMA, analysts with Risk Systems and backtesting team members, as well as other stakeholders in RISK, the successful candidate will be expected to: · Contribute to the delivery of regulatory projects focused around the CCR metrics. This includes gathering and More ❯

needs into technical solutions and provide strategic technical leadership across all software development and support activities. What You'll Do: Develop and maintain robust software solutions for daily XVA risk analysis. Troubleshoot and resolve production issues to meet service level agreements. Design and implement scalable architectures for new products and features. Collaborate closely with business teams to address credit risk analysis queries. Continuously improve software performance and operational efficiency. Research and adopt new technologies to enhance development capabilities. Lead mission-critical projects, providing technical guidance and support. Who You Are: Experienced in C/C++ (essential), with knowledge of C# and Python (advantageous). Skilled in system architecture, software development, and data/message processing. Strong background … in mathematical finance, especially XVA and credit risk models. Familiar with Agile, Scrum, DevOps, and testing best practices. Excellent communicator who can bridge gaps between technical and business teams. A proactive team player who can also work independently and handle multiple priorities. Experienced in mentoring junior team members and working with global teams. Knowledgeable about infrastructure, security, high More ❯