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VP - Credit Risk Modelling

2 months ago

United Kingdom Danos Group Full time

Currently recruiting on behalf of a Global Bank who are looking to recruit a VP into their Credit Risk Modelling team in London. You should have previous experience with Wholesale Credit Risk models and be responsible for developing and maintaining statistical models. This is an opportunity to join a market leading team as part of a complex organisation offering significant progression opportunities.

Key Experience

  • Experience in wholesale modelling including PD < EAD and LGD, and an understanding of how these models are implemented and used
  • Knowledge of credit risk modelling including AIRB and IFRS9
  • Good knowledge of the regulatory landscape within risk
  • Programming experience in Python, SAS or SQL