Credit Modelling Specialist

1 week ago


London, Greater London, United Kingdom Macquarie Bank Limited Full time
Job Description
We are seeking a talented Credit Modelling and Counterparty Risk Analyst to join our Risk Management Group in London. As a key member of our team, you will be responsible for all aspects relating to counterparty credit risk exposure measurement and methodology. This includes improving existing counterparty credit risk models, developing new methodologies and tools, and preparing reports for stakeholders. Your expertise in developing/validating counterparty credit risk models and knowledge of financial market products, market conventions, and regulatory requirements will enable you to make a significant impact in this role.

Responsibilities
- Calibrate risk factor evolution model parameters for newly traded assets
- Maintain and develop processes to monitor model performance
- Prepare reports for stakeholders

Requirements
- 2+ years' experience in financial services, preferably in investment banking or trading systems support
- Experience developing/validating counterparty credit risk models
- Knowledge of financial market products, market conventions, and regulatory requirements
- Excellent programming skills (R, Python, and C++)
- Strong communication skills (verbal and written English)
- Tenacity and flexibility to work both autonomously and collaboratively, managing multiple activities simultaneously

Benefits
- Competitive salary range: £60,000 - £80,000 per annum
- Opportunity to work in a dynamic and innovative environment
- Collaborative and inclusive team culture
- Comprehensive training and development program

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