Credit Risk Expert

6 days ago


London, Greater London, United Kingdom InterQuest Group Full time
About the Role

We are seeking a highly skilled Credit Risk Consultant to join our client's Wholesale Credit Risk team. As a key member of the team, you will be responsible for providing expert advice on credit risk management and developing IRB models.

Key Responsibilities
  • Develop and implement credit risk models using SAS, R, Python, and MATLAB
  • Conduct stress testing and ICAAP/ILAAP analysis
  • Collaborate with cross-functional teams to identify and mitigate credit risk
  • Stay up-to-date with industry developments and regulatory requirements
Requirements
  • Strong background in credit risk management within Financial Services
  • Experience building IRB models and conducting stress testing
  • Technical skills in SAS, R, Python, and MATLAB
  • Knowledge of ICAAP, ILAAP, and RRP
What We Offer

Our client offers a unique opportunity to work on challenging and varied projects with prestigious firms. The company has a flat structure and clear progression pathways, providing opportunities for growth and development.



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