Senior Quantitative Risk Modeler

4 weeks ago


London, Greater London, United Kingdom Harnham Full time £60,000 - £80,000

Senior Quantitative Risk Modeler

£60,000 - £80,000 + EQUITY

LONDON

Harnham is actively hiring for a Senior Quantitative Risk Modeler to work in the retail banking space. This consultancy works for a top bank currently, focusing on credit risk – IRB, IFRS9 and scoring.

The Company

This exciting consultancy is a start-up who won business early with a Tier 1 bank. They have great growth plans and are looking for one of their first permanent hires. This is an excellent opportunity to get equity in a company in its infancy and potentially become a director or higher within the business some day.

The Role

The role will be a Senior Quantitative Risk Modeler focused on developing, enhancing, and validating risk models for their clients.

You can expect to be involved in the following day-to-day:

  • Developing quantitative risk models working on IRB, IFRS9 and scorecards
  • Building PD, LGD and EAD models
  • All clients' risk management challenges
  • Managing technical projects
  • Working closely with senior stakeholders on client side
  • Getting involved in business development

Skills and Experience

  • Strong quantitative skills and experience in risk modelling
  • Experience working within IFRS9 – IRB is advantageous
  • Experience using Python
  • Nice to have – consultancy experience
  • Strong Numerate degree
  • Nice to have – Masters or PhD

Salary and Benefits

  • Up to £80,000 base salary
  • Equity
  • Private Medical
  • Commission

How to Apply

Please register your interest by sending your CV to Shane McWilliams via the Apply link on this page



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