Credit Modelling and Stress Testing Manager

Join us as a Stress Testing Modelling Quantitative Analyst - Take on a pivotal role in our Finance function, in which you will be modelling market and credit risk projections for the purpose of stress testing, capital planning and strategy setting using Machine Learning techniques, Monte Carlo methods and Econometricsmodels. - You'll enjoy extensive...

**Credit Risk Consultant** **London** **£40,000 - £70,000** A varied role focusing mostly on Credit Risk Model development in the retail, wholesale and commercial banking space. Use SAS, R, Python to develop regulatory models with a focus on PD, LGD, EAD (for IFRS9 and IRB) as well as Stress testing. Work with avariety of banking clients, manage client...

**Credit Risk Consultant** **London** **£40,000 - £70,000** A varied role focusing mostly on Credit Risk Model development in the retail, wholesale and commercial banking space. Use SAS, R, Python to develop regulatory models with a focus on PD, LGD, EAD (for IFRS9 and IRB) as well as Stress testing. Work with a variety of banking clients, manage client...

Team Description The Enterprise Risk team is part of the Risk Management Department and is responsible for:  Developing and maintaining the Loss absorbing Tangible Equity (LTE) framework, which is Jefferies Group’s internal economic capital. This includes the development, maintenance and execution of economic capital models which feed into the...

The Enterprise Risk team is part of the Risk Management Department and is responsible for: Capital models cover market risk, issuer risk, counterparty risk, settlement risk, operational risk, business risk; Undertaking entity-wide stress testing and scenario analysis and supporting the stress testing infrastructure of the wider Jefferies Group across...

As Credit Risk Manager, you will lead on all aspects of risk and credit risk for this fintech lender including; - Continued development of the credit risk framework - Lead workstreams to improve credit underwriting, boost growth and manage loan portfolio risk - Oversee and enhance the database tables and dashboards that provide insights to enable fast...

This job is brought to you by Jobs/Redefined, the UK's leading over-50s age inclusive jobs board. Job Description Team Description The Enterprise Risk team is part of the Risk Management Department and is responsible for: Developing and maintaining the Loss absorbing Tangible Equity (LTE) framework, which is Jefferies Group's internal economic...

Credit Portfolio Analyst role with an established corporate and investment bank in London. This role is pivotal in developing and executing stress-testing protocols for climate change risks and ensuring the accuracy and timeliness of related reporting. You will play a crucial role in monitoring the credit portfolio and producing essential reports for...

Credit Portfolio Analyst role with an established corporate and investment bank in London. This role is pivotal in developing and executing stress-testing protocols for climate change risks and ensuring the accuracy and timeliness of related reporting. You will play a crucial role in monitoring the credit portfolio and producing essential reports for...

Job Description Credit Portfolio Analyst role with an established corporate and investment bank in London. This role is pivotal in developing and executing stress-testing protocols for climate change risks and ensuring the accuracy and timeliness of related reporting. You will play a crucial role in monitoring the credit portfolio and producing essential...

Role Title: Risk AI Model Developer Location: London About Quantitative Analytics Quantitative Analytics (QA) is a global organisation of highly specialized quantitative modellers and developers. QA is led by Olaf Springer, who is a member of Risk Exco. QA is responsible for developing, testing, implementing and supporting quantitative models...

**Responsibilities**: - Assist client liaison and marketing (some overseas travel required) - Analyse & assess a diverse range of new and existing lending requests - Liaise with FI and NBFI counterparties - Review and stress-test cashflow models, carrying out scenario analysis - Perform credit risk analysis - Carry out regular credit reviews - Asses and...

Department Overview: The Integrated Risk Model Development department comprises of a large team of modelling experts: Trading Risk, Credit Risk and Market Risk in IRRBB and Balance Sheet Risk models, with state-of-the-art modelling methods, tooling, and data-processing technologies. The Risk Trading Quant team is a global international team of highly...

An established international bank based in London seek an experienced front office (1st LoD) credit professional to join their Project & Infrastructure Finance team, working alongside Relationship Managers regarding the assessment, structuring and execution of business across a range of Project & Infrastructure Finance market sectors....

**Description**: Junior Analytics and Modelling Consultant Hybrid London Competitive Salary No Sponsorship available An exciting opportunity to join an independent consulting firm who specialises in finance, risk and strategy and have extensive global experience and industry recognition in the financial services, risk management and finance...

Senior Enterprise Risk Manager, Stress Testing, ICAAP, Regulatory Risk - Leading Financial Services client requires strong experience with Regulatory Risk and Strategic Risk Management. Stress Testing Scenario Calibration, Scenario Aggregation & Analysis, and Balance Sheet Modelling for the ICAAP and various regulatory submissions. Stress Testing, Risk...

A Global bank based in London, currently seek a Mandarin speaking Credit Portfolio Analyst to manage climate change risk, this will include the development of climate change risk, stress-testing and reporting etcCandidates with experience in ESG from a consulting background or ratings agencies are preferredMain Responsibilities and Accountabilities:Ensure...

Our client, a leading Global Banking Group is looking for a VP Quantitative Analyst to join them as Model validator in the their Model Risk Management team in London. The role holder will be responsible for the validation of non-traded market risk models such as Economic capital, IRRBB, ALM, Stress testing, Counterparty Credit Risk Models, Climate Risk...

Our client, a leading Global Banking Group is looking for a VP Quantitative Analyst to join them as Model validator in the their Model Risk Management team in London. The role holder will be responsible for the validation of non-traded market risk models such as Economic capital, IRRBB, ALM, Stress testing, Counterparty Credit Risk Models, Climate Risk...

Job Description A Global bank based in London, currently seek a Mandarin speaking Credit Portfolio Analyst to manage climate change risk, this will include the development of climate change risk, stress-testing and reporting etc Candidates with experience in ESG from a consulting background or ratings agencies are preferred Main Responsibilities and...