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- Tasks: Lead the development and validation of credit risk models using innovative technologies.
- Company: Dynamic financial institution in London focused on cutting-edge risk management.
- Benefits: Competitive salary, flexible working options, and opportunities for professional growth.
- Other info: Collaborative environment with opportunities to work globally and develop new capabilities.
- Why this job: Join a team at the forefront of financial modelling and make a real impact.
- Qualifications: Experience in quantitative modelling and strong analytical skills required.
The predicted salary is between 70000 - 90000 ÂŁ per year.
The role involves:
- Resolving complex issues in building and validating credit risk models (PD/EAD/LGD) used in the calculation of economic and Basel capital for wholesale portfolios.
- Managing end-to-end project delivery with onsite/offshore teams.
- Helping develop newer capabilities and executing trial assignments.
- Working on risk modeling, risk model validation activities as may be required.
- Managing small teams of quant analysts.
- Focusing on newer technologies (Big Data) and newer modeling techniques (Machine Learning, Artificial Neural Networks) to ensure models get developed.
- Ensuring knowledge dissemination internally across other teams and participating in training activities.
- Helping create “thought leadership” by writing papers, articles and contributing to external forum presentations.
Skills required:
- Should have hands-on work experience as a Quant Modeler and developed/validated credit risk models (PD/LGD/EAD) for financial institutions, especially for wholesale portfolios.
- Should have very good domain knowledge of wholesale products like Commercial Real Estate, Commercial and Industrial (C&I), Residential Real Estate Loans etc.
- Should have strong quantitative and statistical skills (time series analysis, logistic/linear regression, and segmentation).
- Should have solid analytical and problem-solving skills; ability to isolate and solve issues using large amounts of data.
- Should have strong Basel, CCAR and DFAST, FRY-14A, SR-11/7 understanding.
- Should have hands-on experience of statistical software like SAS and R used for modeling purposes.
- Strong verbal and written communication skills and strong interpersonal skills.
- Strong client management skills. Should demonstrate very high client focus.
- Experience of working onsite/offshore in a multi-cultural and global environment.
- Good at multi-tasking skills. Ability to quickly assimilate and comprehend information and deliver within strict deadlines.
- Capable of working in a dynamic and rapidly changing environment. Should have the ability to manage change. This role requires the individual to be flexible and comfortable in dealing with high pressure.
Lead Analyst-Credit Risk Modeling in London, UK employer: Bullhorn Consultants
Contact Detail:
Bullhorn Consultants Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Lead Analyst-Credit Risk Modeling in London, UK
✨Tip Number 1
Network like a pro! Reach out to professionals in the credit risk modelling field on LinkedIn or at industry events. We can’t stress enough how valuable personal connections can be in landing that dream job.
✨Tip Number 2
Show off your skills! Prepare a portfolio showcasing your previous work with credit risk models and any innovative techniques you've used, like machine learning. This will help us stand out during interviews.
✨Tip Number 3
Practice makes perfect! Conduct mock interviews with friends or use online platforms to refine your responses. We want to ensure you’re ready to tackle those tricky questions about Basel and CCAR.
✨Tip Number 4
Apply through our website! It’s the best way to get noticed by our hiring team. Plus, we love seeing candidates who are proactive and genuinely interested in joining us.
We think you need these skills to ace Lead Analyst-Credit Risk Modeling in London, UK
Some tips for your application 🫡
Tailor Your CV: Make sure your CV is tailored to the Lead Analyst role. Highlight your experience with credit risk models and any relevant projects you've managed. We want to see how your skills align with what we're looking for!
Showcase Your Skills: Don’t just list your skills; demonstrate them! Use specific examples from your past work that showcase your quantitative and analytical abilities, especially in relation to wholesale portfolios. This helps us see you in action.
Craft a Compelling Cover Letter: Your cover letter is your chance to shine! Explain why you're passionate about credit risk modeling and how your experience makes you a great fit for our team. We love seeing enthusiasm and a personal touch!
Apply Through Our Website: We encourage you to apply through our website for a smoother process. It helps us keep track of applications and ensures you don’t miss out on any important updates. Plus, it’s super easy!
How to prepare for a job interview at Bullhorn Consultants
✨Know Your Models Inside Out
Make sure you can discuss the credit risk models you've worked on in detail. Be prepared to explain your approach to developing and validating PD, EAD, and LGD models, as well as any challenges you faced and how you overcame them.
✨Showcase Your Technical Skills
Brush up on your knowledge of statistical software like SAS and R. Be ready to talk about specific projects where you used these tools, especially in relation to machine learning techniques and big data applications.
✨Demonstrate Leadership and Team Management
If you've managed teams before, share examples of how you led quant analysts through complex projects. Highlight your experience in managing both onsite and offshore teams, and how you ensured effective communication and collaboration.
✨Communicate Clearly and Confidently
Strong verbal and written communication skills are key. Practice explaining complex concepts in simple terms, and be ready to discuss how you've contributed to thought leadership through papers or presentations in external forums.