1 to 2 of 2 Permanent Credit Risk Jobs in South London

greenest boroughs. Here you’ll find plentiful and easy commuting routes, with central London just 15 minutes away by train. The Team: Global Markets Risk Analytics (GMRA) is part of Global Risk Analytics (GRA). It is responsible for developing, maintaining, and monitoring counterparty credit risk and market risk models. GMRA also develops assessment tools to support regulatory, audit, and internal risk management needs for Global Markets. This role sits within Process Engineering (PE) team, which focuses on execution of strategic projects across GMRA by providing technological tools and solutions for process improvement … and modelling efficiency. Role Description: Bank of America has an opportunity for a Senior Quantitative Finance Analyst within our Global Risk Analytics (GRA) function. GRA is responsible for developing a consistent and coherent set of models and analytical tools for effective risk and capital measurement, management and reporting more »

with central London just 15 minutes away by train. The Team: The AMGQS Climate Team is responsible for developing new models across Climate Physical Risk for the Enterprise. The team is further responsible for ongoing maintenance and upgrades to these models, as well as execution of the models in … The team has a requirement for a highly motivated Quantitative Finance Analyst to support the growing needs of the team across the Physical Climate Risk portfolio. The right candidate will be required to support the development of existing and new models, and work on ongoing performance monitoring, and will … include working with Model Risk Management, Technology partners and business end-users. Opportunity also exists to provide innovative solutions to modelling and operational challenges across the growing number of regulatory use-cases in the teams’ portfolio including ICAAP, CCAR and Climate. Responsibilities: Required to pro-actively seek out effective more »