Senior Risk Modelling and Analytics Specialist

3 weeks ago


London, United Kingdom Hays Specialist Recruitment Limited Full time

**Job description - Senior Risk Modelling and Analytics Specialist**:
**Your role**

Would you like to become an expert in counterparty risk management? Are you an innovative thinker who likes to challenge the status quo?

We're looking for someone like that to:

- develop and maintain the counterparty credit risk exposure models
- document and assess the performance of the exposure models used for risk management and capital regulatory requirements
- stay up to date on regulatory changes and trends: e.g. European regulators: FINMA, ECB

**Your team**

You'll be working in the Counterparty Credit Risk Models team within the Risk Methodology department in London.

We develop and maintain the credit exposure models (Derivative and SFT) of the Investment Banking division within the UBS Group. The quantitative methods we use are closely related to sophisticated derivative pricing models.

As owners of the Risk exposure models, we also need to ensure the calculations meet the required regulatory standards and internal governance standards.

**Your experience and skills**

You have:

- a university degree (Msc or PhD) in finance, mathematics/statistics, science or in a numerical discipline
- prior working experience (5+years) in the financial services industry (preferably in a quant role), including exposure to derivative pricing models and Monte Carlo simulations (preferably across a range of asset classes)
- working experience with high-level programming language (Python, C++, C#) is a must and knowledge of statistical modelling software (e.g. Rstudio, SAS, SQL) is desirable

You are:

- pro-active in taking new initiatives and carrying them through completion
- able to explain technical topics clearly and intuitively to a non-technical audience or Senior stakeholders
- fluent in English, both in oral and written form



  • London, Greater London, United Kingdom DataTech Analytics Full time

    Job Title: Credit Risk Modelling SpecialistCompany: Mid-Sized Bank in LondonOpportunity for individuals to contribute to rebuilding the IRB model suiteContribute to specific model development/remediation projectsFollow rigorous analytical solution and documentation processesEnsure output compliance with internal and Regulatory requirementsSupport engagement...


  • London, United Kingdom Datatech Analytics Full time

    **Description**: Senior Credit Risk Modeller - J12586 Hybrid - London Salary up to £80,000 DoE Permanent or FTC No Sponsorship available An exciting opportunity to join a global analytics and digital solutions company that partners with clients to improve business outcomes and unlock growth. Bringing together domain expertise with robust data, powerful...


  • London, United Kingdom Harnham - Data & Analytics Recruitment Full time

    **CREDIT RISK ANALYTICS SPECIALIST** **FROM £49,000 UP TO £58,000 + BENEFITS** **REMOTE** If you want to offer strategic plans and make a real difference in shaping the future of this large company, read on to find out more about this Credit Risk Analytics Specialist Role! **THE COMPANY** This company is currently growing out its credit risk function...


  • London, Greater London, United Kingdom Datatech Analytics Full time

    Description:Senior Credit Risk Modeller - J12586Hybrid - London Salary up to £80,000 DoEPermanent or FTCNo Sponsorship availableAn exciting opportunity to join a global analytics and digital solutions company that partners with clients to improve business outcomes and unlock growth. Bringing together domain expertise with robust data, powerful analytics,...


  • London, Greater London, United Kingdom Harnham - Data & Analytics Recruitment Full time

    CREDIT RISK ANALYTICS SPECIALISTFROM £49,000 UP TO £58,000 + BENEFITSREMOTEIf you want to offer strategic plans and make a real difference in shaping the future of this large company, read on to find out more about this Credit Risk Analytics Specialist RoleTHE COMPANYThis company is currently growing out its credit risk function to create an even more...


  • London, United Kingdom Datatech Analytics Full time

    **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...

  • Credit Risk Modelling

    2 weeks ago


    London, United Kingdom Datatech Analytics Full time

    Credit Risk Modelling - Location - London/Hybrid - Salary negotiable to £50,000 DoE - J12793 Candidates must have an existing right to live and work in the UK as No Visa Sponsorship Available This mid sized bank has fantastic opportunities for driven and enthusiastic individual to join them to rebuild their IRB model suite. Contribute to specific model...

  • Credit Risk Modelling

    2 weeks ago


    London, United Kingdom Datatech Analytics Full time

    Credit Risk Modelling - Location - London/Hybrid - Salary negotiable to £50,000 DoE - J12793 Candidates must have an existing right to live and work in the UK as No Visa Sponsorship Available This mid sized bank has fantastic opportunities for driven and enthusiastic individual to join them to rebuild their IRB model suite. Contribute to specific model...

  • Credit Risk Modelling

    2 weeks ago


    London, United Kingdom Datatech Analytics Full time

    Credit Risk Modelling - Location - London/Hybrid - Salary negotiable to £50,000 DoE - J12793 Candidates must have an existing right to live and work in the UK as No Visa Sponsorship Available This mid sized bank has fantastic opportunities for driven and enthusiastic individual to join them to rebuild their IRB model suite. Contribute to specific...

  • Credit Risk Modelling

    2 weeks ago


    London, United Kingdom DataTech Analytics Full time

    Description Credit Risk Modelling - Location - London/Hybrid - Salary negotiable to £50,000 DoE - J12793 Candidates must have an existing right to live and work in the UK as No Visa Sponsorship Available This mid sized bank has fantastic opportunities for driven and enthusiastic individual to join them to rebuild their IRB model suite. Contribute...


  • London, United Kingdom Harnham - Data & Analytics Recruitment Full time

    **Senior Credit Risk Modeller - Scorecards** **London** **£65,000 + Competitive Benefits** A FTSE 100 business with offices across the UK is seeking an experienced Credit Risk Modeller with Scorecards experience to join a top analytical team leading the way in terms of Decision Science and Credit Risk Modelling. This is a fantastic opportunityfor a capable...


  • London, United Kingdom Harnham - Data & Analytics Recruitment Full time

    **Senior Credit Risk Modeller** **London (or Manchester)** **Up to £65,000** Are you tired of the repetitive nature of your current role? Do you prefer your role to remain fresh with different challenges and varied projects? A growing challenger bank is offering the opportunity for a Credit Risk Modeller to gain exposure to a varietyof Products and...


  • London, Greater London, United Kingdom Audit and Risk Recruitment Full time £40,000 - £50,000

    Enterprise Risk and Assurance Specialist £2-3 days in office, central London Audit & Risk Recruitment are delighted to assist one of our clients, one of the largest law firms in the world to source an Enterprise Risk and Assurance Specialist. This is an exciting opportunity to join a dynamic and growing enterprise risk teams within a globally renowned...


  • London, United Kingdom Harnham - Data & Analytics Recruitment Full time

    **Model Analytics Manager** **London** **Up to £70,000 + Competitive bonus and Benefits** **The Company** Join a leading Tier 1 bank that is pushing boundaries in data, as well as changing the way flexible working works. This organisation invests in its employees in a way that many others do not, allowing you to choose your working pattern and giving...


  • London, Greater London, United Kingdom Harnham - Data & Analytics Recruitment Full time

    STATISTICAL MODELLING AND STRATEGY SPECIALISTUP TO £70,000LONDONAn expectional opportunity to join one of the world's leading telecommunications companies as a Statistical Modelling and Strategy Specialist.THE COMPANYYou will be working as part of the Credit Risk Acquisition & In Life team supporting and protecting the growth of the Consumer and SME segment...

  • Model Risk Consultant

    2 weeks ago


    London, United Kingdom Harnham - Data & Analytics Recruitment Full time

    **MODEL RISK CONSULTANT** **£45,000-£55,000 + COMPETITIVE BENEFITS** **LONDON** An up-and-coming financial institution is looking for a Model Risk Consultant to join their fast-growing company. If you're passionate about maintaining, monitoring, and building models, look no further than this excellent opportunity. **THE COMPANY**: As a Model Risk...


  • London, United Kingdom Harnham - Data & Analytics Recruitment Full time

    **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...

  • Senior Risk Modeller

    4 weeks ago


    London, United Kingdom Vallum Associates Full time €130,000

    Senior Catastrophe Modeller - Cat Model - Exposure Management - London - Up to £130,000 I am currently working with a World Leading Insurance company who are looking for a Senior Catastrophe Modeller to join their team in London! Spearhead advancements in analytics automation and the delivery of new reporting processes. Generate analytics essential for...

  • Senior Risk Modeller

    4 weeks ago


    London, United Kingdom Vallum Associates Full time €130,000

    Senior Catastrophe Modeller - Cat Model - Exposure Management - London - Up to £130,000 I am currently working with a World Leading Insurance company who are looking for a Senior Catastrophe Modeller to join their team in London! Spearhead advancements in analytics automation and the delivery of new reporting processes. Generate analytics essential for...

  • Senior Risk Modeller

    2 weeks ago


    London, United Kingdom Vallum Associates Full time €130,000

    Senior Catastrophe Modeller - Cat Model - Exposure Management - London - Up to £130,000 I am currently working with a World Leading Insurance company who are looking for a Senior Catastrophe Modeller to join their team in London! Spearhead advancements in analytics automation and the delivery of new reporting processes. Generate analytics essential for...