European Credit Risk Manager
2 weeks ago
**Career Opportunity:**
Selby Jennings is offering a challenging and rewarding opportunity for a skilled Quantitative Credit Specialist to join our team in London. As a key member of our team, you will be responsible for developing and maintaining complex statistical models to assess credit risk, identifying opportunities for growth and managing risk.
**Key Responsibilities:**
- Design and implement advanced statistical models to evaluate credit risk and identify potential opportunities.
- Analyse large datasets to identify market trends and anomalies, providing actionable insights to inform portfolio management decisions.
- Collaborate with cross-functional teams to develop and implement effective risk management strategies.
**Requirements:**
- 3-5 years of experience in quantitative research or development within financial services, ideally on a sell-side trading desk or buy-side firm with a focus on credit or fixed income.
- Advanced expertise in statistical modelling and data analysis, with a strong understanding of credit risk concepts.
- Experience with Python programming language, including libraries such as Pandas, NumPy, SciPy, and Scikit-learn.
- Familiarity with risk management software and systems (e.g., Moody's Analytics).
**Salary:** £90,000 - £130,000 per annum, based on experience.
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