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Quantitative Risk Analyst - IRB - Credit Modelling - Banking
Posted 6 days ago by Rothstein Recruitment Ltd
£80,000 - £90,000 Annual
Permanent
Not Specified
Other
London, United Kingdom
Job Description
Quantitative Risk Analyst - IRB - Credit Modelling - Banking
Excellent opportunity to join top rated Retail Bank, Corporate Bank & Private Bank and help roll out an IRB lead approach in Quant Risk.
The role will support the model development of a range of IRB Retail models
- Ratings/Scorecards
- Probability of Default (PD), Loss Given Default (LGD) and Exposure at Default (EAD) model
- Stress Testing Models
Ideal experience includes IRB experience (CRR, EBA, PRA) as well as strong knowledge of SAS, SQL etc
Bank Banking Credit Risk
