Quantitative Risk Analyst - IRB - Credit Modelling - Banking

London Full-Time No home office possible

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

Contact Detail:

Rothstein Recruitment Ltd Recruiting Team