Credit Risk Modelling

England, London
01 Apr 2021
29 Apr 2021
JN -102020-149228AL
Amuay Lee
Contract Type
Full Time
Fast growing risk consultancy looking to grow their credit risk team to focus on the development and/or validation of IRB models with opportunity to also work on different asset classes.

You'll have the possibility to work on different challenging projects and responsible for the following deliverables:
* Development of quantitative Credit Risk models (e.g. PD, LGD, EAD)
* Application of the most common approaches for segmentation, definition of default, model estimation, model performance, model calibration and model cyclicality
* Production of comprehensive high-quality technical documentation
* Management of projects and sub-projects as well as providing mentoring for consultants
* Active involvement in our market development and project acquisition activities
* Continuous expansion of your professional network

Your profile
* Degree in a highly quantitative subject (e.g. physics, mathematics, computer science, economics)
* At least 2 years of relevant working experience in the financial services industry, preferably in the consulting sector
*Relevant experience in the estimation of IRB capital models and knowledge of EBA, PRA, ECB, CRR, Basel II, III regulatory guidance on credit risk
* Experience with programming languages like SAS, R, Python or SQL to perform data extraction and data quality analytics

Badenoch + Clark acts as an employment agency for permanent recruitment and an employment business for the supply of temporary workers. Badenoch + Clark UK is an Equal Opportunities Employer.

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♦ The business of the Adecco Group UK & Ireland is transacted via a number of differently branded trading entities, as follows: Adecco UK Limited, Adia Technology Limited, Modis International Limited, Badenoch and Clark Limited, Ajilon (UK) Limited, Office Angels Limited, Penna plc, Pontoon Europe Limited, Roevin Management Services Limited, Spring Technology Staffing Services Limited.

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