Barclay Simpson in London is seeking a graduate or early-career analyst to join its credit risk modelling team. You will prepare and analyse datasets, support model development and testing, and explain results to stakeholders.
No prior credit risk experience is required; the role emphasizes strong quantitative ability, practical Python skills, and the ability to take a project from analysis to conclusions, including IFRS 9 or IRB models and scorecards.
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Quantitative Credit Risk Modeller employer: Barclay Simpson
Join a dynamic and innovative Front Office Quant team where your expertise in designing and enhancing pricing models for Structured Rates Exotics will be highly valued. With a strong focus on collaboration and immediate impact, this role offers competitive compensation and the chance to work in a fast-paced trading environment that fosters professional growth and development. Experience a supportive work culture that encourages ownership and technical excellence while contributing to critical projects alongside industry-leading professionals.
