Quantitative Risk Analyst

Location United Kingdom
Contact name: Lewis Clarke

Contact email: lewis.clarke@greshamhunt.com
Job ref: 819

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.

Responsibilities:

  • 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

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!

Please submit your CV or contact me on lewis.clarke@greshamhunt.com for information on all my current roles.