Credit Risk Quant

4 weeks ago

London, United Kingdom eFinancialCareers Full time

Hamlyn Williams has partnered with an international risk consultancy who support banks, asset managers, insurance companies and hedge funds across market risk and credit risk projects. Hamlyn Williams is supporting the expansion of their Quant function andas a result are looking for a highly motivated Credit Risk Modeller to join their team.

**Responsibilities**:

- Lead the development and validation of the models for their banking clients.
- Contribute to market development
- Maintaining business relationships and expand professional network
- Generating strategies for the further development of the business
- Leading/mentoring junior consultants

Required Competencies:

- At least 7 years of professional experience in risk management
- Retail banking exposure to IRB or IFRS9 credit risk models (LGD, PD, EAD)
- Experience in the development or validation of quantitative models
- Hands-on coding experience (Python, SAS)
- Proven experience in team leadership
- Well-developed professional network in the financial services Industry

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