Quantitative Risk Manager - 28528

Posted 1 day 11 hours ago by The Emerald Group

Permanent
Not Specified
Banking & Financial Services Jobs
London, United Kingdom
Job Description

As a Manager you will be responsible for managing a portfolio of projects and for the timely delivery of services.

  • Location: London
  • Category: Risk
  • Type: Permanent

Key Duties (Including but not limited to):

  • Provide effective project management of valuation engagements from inception to completion.
  • Deliver clear, succinct, and robust valuation reports that are fit for purpose and accessible to non-technical readers.
  • Manage expectations and relationships skilfully through timely and appropriate communication.
  • Manage junior team members on engagements ensuring they are appropriately briefed and coached.

Minimum Requirements:

  • A master's degree in Finance, Economics, Mathematics, Statistics, Engineering or Computer Science from a reputable university.
  • Strong professional interest in the fields of retail and corporate credit risk, scorecard methods, internal ratings-based models, model validation, as well as UK and European regulatory standards underpinning these areas.
  • Significant credit risk experience gained ideally from a major financial institution, another professional services firm, or a credit ratings agency. Valuation experience will be an advantage.
  • Desirable previous credit risk modelling experience or the building and/or validating credit risk models obtained from within a bank or a credit ratings agency.
  • Some programming skills in a high-level language (e.g., Python, R, MATLAB, Excel VBA) and/or experience with econometric software packages (e.g., STATA, SAS).