Senior Quantitative Consultant
2 months ago
SENIOR QUANTITATIVE CONSULTANT (CREDIT RISK)
UP TO £80,000
LONDON
This role does NOT offer visa sponsorship
This is an exciting opportunity to join a fast-growing boutique consultancy, working across risk analytics, and modelling services for leading global financial services.
THE COMPANY
This company offers cutting-edge solutions in capital management, stress testing, and credit risk. This would be the business's 3rd hire, making it a rare opportunity to join a consultancy with significant growth potential.
THE ROLE
You will be doing the following daily:
- Lead the design, development, and validation of credit risk models, with a primary focus on IFRS 9.
- Have an in-depth understanding of Basel and IFRS 9 regulatory frameworks, ensuring full compliance throughout the model development lifecycle.
- Carry out quantitative analysis using Python for, risk modelling, and automation
- Develop advanced statistical models, including time series, logistic regression, and decision trees, tailored to meet specific client requirements and goals.
- Manage end-to-end modelling projects, from data analysis to delivering actionable insights, ensuring timely and successful project completion for clients and stakeholders.
- Clearly articulate complex modelling results and insights to both technical and non-technical audiences, including senior leadership.
YOUR SKILLS AND EXPERIENCE
- Extensive experience with IFRS9, and IRB or Stress Testing frameworks is highly desirable.
- Strong understanding of IFRS9 regulatory frameworks.
- Proficiency in Python, with SAS and R being desirable.
- Previous stakeholder management experience.
- A minimum of 3-5 years of experience in credit risk modelling.
- Numerate degree from a Russel Group university.
- Excellent written and verbal communication skills.
THE BENEFITS
- Up to £80,000.
- Generous equity/shares within the business.
- Flexible working pattern.
HOW TO APPLY
Please register your interest by sending your CV to Gaby Adamis via the Apply link on this page.
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