My client, an established Bank, have an exciting opportunity within their quantitative risk group.
This role sits within Model Validation and assess the theoretical assumptions of their credit risk models. Prior experience in a similar role is not essential, if you have a numerical degree and experience in an analytical role, they would be very keen to speak with you.
This is an urgent hire with only a 1 stage interview process, so if you are looking to start a new role as soon as possible, please apply below.
- Validate IFRS9 and IRB credit risk models
- Build challenger models and ensure they are fit for purpose
- Break down technical concepts to non-technical stakeholders
- Ensure models are in line with regulatory requirements
- BSc/MSc in a numerical discipline
- Prior experience working with statistics or data
- Technical skills in Python/R/SAS
- Strong communication skills
With the shift to hybrid working, this position would also suit someone based outside of Manchester. They expect a maximum of 2 days a week in the office, so they are happy to consider candidates who are willing to commute!
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