Quant Analyst: Credit Risk Modelling

Quant Analyst (AVP Level) - Credit Risk Modelling (5271) Forvis Mazars is a leading global professional services network providing audit & assurance, tax, and advisory services. Forvis Mazars in the UK spans 14 offices across the nation and has over 3,400 professionals, with 190 partners. We have a clear purpose and a shared commitment to shape a better...

A leading global professional services network is seeking a Quant Analyst at the AVP level in Credit Risk Modelling. You will engage with banks, working on critical projects involving market, counterparty, and climate risk. The ideal candidate holds a Master’s in quantitative disciplines, has experience in credit risk modelling, and is proficient in...

Senior Quant Risk Analyst – Credit Risk ModellingI am recruiting for a highly analytical Credit Risk Modelling Specialist to join an international bank in the City. This role involves developing, documenting, and maintaining models that quantify credit risk and support regulatory and internal capital assessments. You will work on complex modelling...

A leading global professional services network is looking for a Quant Analyst (AVP Level) in London. The role involves delivering quantitative finance projects, particularly in credit risk modelling. Candidates should hold a Master's degree in a quantitative domain and have experience in derivative pricing and quantitative risk management. This position...

Quant Analyst (AVP Level) - Credit Risk Modelling 2 days ago Be among the first 25 applicants Forvis Mazars is a leading global professional services network providing audit & assurance, tax, and advisory services. Forvis Mazars in the UK spans 14 offices across the nation and has over 3,400 professionals, with 190 partners. We have a clear purpose and a...

Seeking a **Quantitative Analyst** to join the **Model Validation** team within a leading global investment bank based in London. To manage risk that arises from models used for derivatives valuation to models used for risk management, liquidity & capital computations. Assessing the risk associated with model considering pricing exotic options or in...

A financial services consultancy in Greater London is seeking a Lead Analyst in Credit Risk Modeling. This role involves resolving complex issues in credit risk models, managing project delivery, and contributing to developing new capabilities. Ideal candidates will have hands-on experience as a Quant Modeler, strong quantitative skills, and knowledge of...

Lead Analyst-Credit Risk Modeling in London, UK Full-time The role involves:- Resolving complex issues in building and validating credit risk models (PD/EAD/LGD) used in the calculation of economic and Basel capital for wholesale portfolios Managing end-to-end project delivery with onsite / offshore teams Helping develop newer capabilities and executing...

**Quant Developer, Quant Analyst, Banking, Finance, Python, C#,** **Quant, Front Office, Risk, Risk Management, Delta **We are looking to on board a Quant Developer / Quant Analyst with financial services experience to join our Quantitative Analytics team, and be responsible for the development of advanced analytics and automation tools for the derivatives...

Job PurposeWithin the Quantitative Finance team of the Risk Consulting department, you will interact mainly with banks on a variety of projects related to Market Risk, Counterparty Credit Risk, Credit Risk and Climate Risk. You will hold or about to hold a master's degree in Quant Finance, Mathematics or Statistics.Job RoleContribute in small and large-sized...