Principal Risk Analytics Specialist
4 weeks ago
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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