Quantitative Risk Manager

1 week ago


London, UK, United Kingdom Tandem Search Full time

Quantitative Risk Manager - (Credit Risk)


Experience:

  • Credit Risk Modelling: Minimum 4 years developing and/or validating credit risk models, with at least 1 year in a consulting role.
  • IRB Expertise: Deep understanding of operational tasks for IRB model development and validation.
  • Regulatory Knowledge: In-depth knowledge of current IRB regulations, with experience in related areas like IFRS 9.
  • Valuation models and modelling techniques for financial assets ranging from complex derivatives
  • Carry out relevant technical research relevant to a specific area of valuations or credit risk – disseminate key findings to the quantitative risk & valuation team.
  • Significant credit risk experience gained ideally from a major financial institution, another professional services firm, or a credit ratings agency. Valuation experience will be an advantage.


Skills:

  • Project Management: Proven ability to manage projects effectively.
  • Quantitative Analysis: Strong quantitative background and analytical skills.
  • Technical Proficiency: Proficient in Excel, Python, MATLAB, and their applications in credit risk modelling.
  • Problem-Solving: Ability to understand complex issues, develop innovative solutions independently, and deliver results quickly.



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