Quantitative Credit Risk Modelling

1 day ago

London, Greater London, United Kingdom Robert Walters Full time

We are working with highly reputable international organisation , seeking an a quantitative candidate to join its fast-paced Quantitative Finance advisory team, working on projects for major financial institutions.We are working with highly reputable international organisation , seeking an a quantitative candidate to join its fast-paced Quantitative Finance advisory team, working on projects for major financial institutions.Role OverviewYou will support multidisciplinary teams delivering advanced quantitative risk solutions across credit, market, and counterparty risk. The position offers hands-on exposure to derivative pricing (including XVA and valuation adjustments), model validation, and development of risk analytics libraries. You'll have the opportunity to engage with the review and implementation of accounting and regulatory standards such as FRTB, IFRS9, and CECL, while building expertise in Python, R, or C++.Key Responsibilitiesp]:pt-0 [&>p]:mb-2 [&>p]:my-0"> Contribute to quantitative risk management and model validation assignments for diverse banking clients.p]:pt-0 [&>p]:mb-2 [&>p]:my-0"> Assist in pricing and calibration of derivatives and financial instruments.p]:pt-0 [&>p]:mb-2 [&>p]:my-0"> Develop and enhance internal risk models, tools and analytics.p]:pt-0 [&>p]:mb-2 [&>p]:my-0"> Collaborate closely with senior quants and cross-functional teams on technical deliverables and client engagements.p]:pt-0 [&>p]:mb-2 [&>p]:my-0"> Support preparation of technical articles and client proposals.p]:pt-0 [&>p]:mb-2 [&>p]:my-0"> Take part in summer internship oversight and contribute to recruitment and training efforts.p]:pt-0 [&>p]:mb-2 [&>p]:my-0"> Assist with administrative and business development tasks as needed.Candidate Profilep]:pt-0 [&>p]:mb-2 [&>p]:my-0"> Master's degree (minimum 2:1 or equivalent) in a quantitative discipline—e.g. mathematics, statistics, or quantitative finance.p]:pt-0 [&>p]:mb-2 [&>p]:my-0"> Solid foundation in credit risk modelling, derivative pricing, and quantitative risk management.p]:pt-0 [&>p]:mb-2 [&>p]:my-0"> Proficient in at least one programming language (Python, R, or C++).p]:pt-0 [&>p]:mb-2 [&>p]:my-0"> Ability to work effectively in a team and communicate complex concepts clearly.p]:pt-0 [&>p]:mb-2 [&>p]:my-0"> Previous experience with model validation or machine learning is highly beneficial.If you meet the above set criteria, please apply or send a copy of your CV to Robert Walters Operations Limited is an employment business and employment agency and welcomes applications from all candidates

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