Lead Quantitative Risk Analyst

3 weeks ago

London, Greater London, United Kingdom ETRA Talent Full time

Senior Quantitative Risk Analyst, Credit Risk – Risk Analytics

Position Overview:

Location: London (Hybrid Working)

ETRA Talent is seeking a seasoned professional to enhance their Model Development team in the capacity of Senior Quantitative Risk Analyst, specializing in Credit Risk. This role presents a significant opportunity to engage in the formulation and upkeep of statistical credit risk models that are crucial to the organization's global framework.

Key Responsibilities:

  • Contributing to the development of quantitative credit risk models, focusing on Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD).
  • Maintaining and refining models in accordance with the Advanced Internal Ratings Based (AIRB) methodology and IFRS9 provisioning standards.
  • Performing data quality evaluations and executing data analytics to facilitate model development.
  • Creating and benchmarking alternative models utilizing advanced methodologies, including machine learning techniques.
  • Evaluating model performance and impact, while reporting insights to senior management.
  • Collaborating with risk transformation and data teams to ensure effective model implementation.
  • Engaging with stakeholders across various global regions and disciplines to design superior modeling methodologies.

Required Qualifications:

  • Extensive experience in wholesale credit risk modeling, specifically with PD, EAD, and LGD models.
  • In-depth knowledge of AIRB and/or IFRS9 credit risk modeling frameworks.
  • Familiarity with regulatory requirements from UK (PRA) or EU (EBA/ECB).
  • Proficient in handling large datasets, particularly using Python, with a solid understanding of credit risk-related data.
  • Capable of articulating complex technical concepts to non-technical audiences.
  • Demonstrated success in cross-functional collaboration within a global context.

Desirable Skills:

  • Experience with programming languages such as Python, SAS, and SQL.
  • Understanding of model implementation in a banking context, aligned with policies and regulations.
  • Proficiency in English, both written and verbal.

Position Overview for Junior Role:

Location: London (Hybrid Working)

In addition to the senior position, ETRA Talent is also looking to fill a slightly junior role within the same team: Quantitative Analyst, Credit Risk. This position offers an excellent opportunity for professionals eager to advance their careers in credit risk analytics.

Key Responsibilities:

  • Assisting in the development of PD, LGD, and EAD models as part of a dynamic team.
  • Conducting data quality assessments and analytics to support model development.
  • Supporting the construction and evaluation of alternative models using various techniques.
  • Collaborating closely with team leads to ensure successful model implementation and stakeholder engagement.

Required Qualifications:

  • Experience in credit risk modeling, particularly in PD, LGD, and EAD.
  • Basic understanding of AIRB and/or IFRS9 frameworks.
  • Familiarity with data manipulation tools, preferably Python.
  • Ability to work effectively in a collaborative, global environment.

Desirable Skills:

  • Knowledge of Python, SAS, and SQL.
  • Understanding of regulatory requirements and model implementation processes.

Both roles are based in London with hybrid working arrangements. These positions offer an excellent opportunity to join a thriving and expert risk management function within a prestigious global investment bank, where you can contribute to cutting-edge credit risk models and play a key role in their development and implementation.

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