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Quantitative Risk Modelling Expert

1 month ago

London, Greater London, United Kingdom PeopleGenius Full time

Job Title: Senior Quant Consultant

About the Role:

We are seeking a highly skilled Senior Quant Consultant to join our team at PeopleGenius. As a Senior Quant Consultant, you will be responsible for leading the design, development, and validation of credit risk models, with a strong focus on IFRS 9.

About the Client:

The Client is a fast-growing boutique consultancy specialising in risk analytics and modelling services for leading financial institutions. Working with Tier 1 banks and other major clients, they provide cutting-edge solutions in credit risk, stress testing, and capital management.

About You:

To be successful in this role, you will need to have a strong understanding of Basel and IFRS 9 regulatory frameworks, ensuring compliance in all model development processes. You will also need to be proficient in Python, with experience in SAS and R desirable.

Key Responsibilities:

  1. Lead the design, development, and validation of credit risk models, with a strong focus on IFRS 9.
  2. Develop complex statistical models, such as time series, logistic regression, and decision trees, to address client-specific challenges and objectives.
  3. Manage end-to-end modelling projects, ensuring successful delivery from data analysis to presenting actionable insights to clients and stakeholders.
  4. Effectively communicate complex modelling results and insights to both technical and non-technical stakeholders, including senior executives.

Requirements:

  • A minimum of 3-5 years of experience in credit risk modelling and quantitative financial analysis, with significant expertise in IFRS 9.
  • Masters or PhD in a quantitative discipline such as Economics, Finance, Statistics, Mathematics, or Financial Engineering.
  • Strong understanding of Basel and IFRS 9 regulatory frameworks.
  • Proficiency in Python, with experience in SAS and R desirable.

What We Offer:

As a Senior Quant Consultant at PeopleGenius, you will have the opportunity to work with a fast-growing boutique consultancy, providing cutting-edge solutions in credit risk, stress testing, and capital management. You will also have the chance to earn between 10% and 20% of net profits for introducing and helping secure new clients.