Principal Risk Analytics Specialist

4 weeks ago


London, Greater London, United Kingdom Harnham Full time
Role Overview

This exciting opportunity is for a Senior Quantitative Risk Consultant to join a fast-growing boutique consultancy. As a key member of the team, you will be responsible for leading the design, development, and validation of credit risk models, with a primary focus on IFRS 9.

Key Responsibilities:

  • Lead the development of credit risk models, ensuring full compliance with Basel and IFRS 9 regulatory frameworks.
  • Carry out quantitative analysis using Python for risk modelling and automation.
  • Develop advanced statistical models, including time series, logistic regression, and decision trees, tailored to meet specific client requirements and goals.
  • Manage end-to-end modelling projects, from data analysis to delivering actionable insights, ensuring timely and successful project completion for clients and stakeholders.
  • Clearly articulate complex modelling results and insights to both technical and non-technical audiences, including senior leadership.

Requirements:

  • Extensive experience with IFRS9, and IRB or Stress Testing frameworks is highly desirable.
  • Strong understanding of IFRS9 regulatory frameworks.
  • Proficiency in Python, with SAS and R being desirable.
  • Previous stakeholder management experience.
  • A minimum of 3-5 years of experience in credit risk modelling.
  • Numerate degree from a Russel Group university.
  • Excellent written and verbal communication skills.

Benefits:

  • Up to £80,000.
  • Generous equity/shares within the business.
  • Flexible working pattern.


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