Credit Risk Modeler

2 days ago


London, United Kingdom Alexander Ash Consulting Full time

Credit Risk Modeler

Contract - London

PAYE

Our client, a global investment bank, is seeking a highly skilled and experienced model risk professional with a deep understanding of credit risk. The ideal candidate will possess a strong technical background, exceptional analytical capabilities, and a proven track record in managing and mitigating risks associated with credit models.

To be considered you must have the following:

  • Expertise in credit risk models, including LGD, PD, and CCF, Must have hands-on experience in credit risk modeling and modular code development particularly within the European regulatory framework.
  • Familiarity with IRB regulations and compliance requirements.
  • Strong Python & C++ programming skills
  • Additional skills in SQL and SAS


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