Senior Wholesale Credit Risk Analyst

3 weeks ago


London, Greater London, United Kingdom Danos Group Full time
About the Role

We are seeking an experienced credit risk professional to join our team at Danos Group as a Senior Wholesale Credit Risk Analyst. This role involves validating and challenging credit risk models, ensuring they meet regulatory requirements. If you have advanced coding skills and experience working with wholesale models - PD, LGD & EAD - we would like to hear from you.

Key Responsibilities
  • Validating and building challenger models for credit risk assessment.
  • Leading improvements on existing codes to enhance model performance.
  • Delivering high-quality reports to stakeholders.
Requirements
  • Significant experience reviewing, validating or developing wholesale IRB models.
  • Strong understanding of the IRB framework and regulations.
  • Advanced programming skills in SAS, Python or R.
  • MSc or PhD in a quantitative subject such as Mathematics, Physics, Quantitative Finance or Computer Science.

Salary: $120,000 - $150,000 per annum based on location and experience. Benefits include a comprehensive health insurance package, retirement plan, and opportunities for career growth.



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