Quantitative Credit Risk Model R SAS Python
This is a unique opportunity to work alongside a very highly regarded quantitative function that deals with all model activity from conception and build, through to validation within the wholesale credit risk universe of a major global banking client.
You will be an integral member of the Model Validation team whose responsibility is to challenge the model developers and the model builders in terms of their methodology, use of data and analysis. You are likely to have had prior modelling experience and seek to develop your career in an environment where you are working with key stakeholders and are using your quantitative skills to enhance the model inventory.
This is a rare opportunity given the diverse nature of the work - you will have exposure to the whole spectrum of models used in this space and a broad insight into the many different building methodologies, product models and customer spaces in a mandate that has a global reach in terms of potential stakeholders and requires a combination of deep technical skills and excellent communication skills (especially written English due to the technical documentation in this area)
The 4 key requirements to succeed in this position:
1) Very strong statistical and regression analysis qualifications as well as hands-on practical experience
2) A deep understanding of all econometrics (advanced regression analysis) concepts - must be to a Masters degree level, ideally PhD level.
3) Excellent writing skills and the ability to critique model documentation
4) An open and approachable personality who can develop relationships and relay constructive criticism and ideas top a technical audience.
Technical Background and Experience (Essential)
Key skills and background
Finally - if you do not have the required level of hands-on experience but believe you have the academic background and fervent interest in this arena combined with the right personality traits to deliver this role, then please submit your CV as there is potentially the opportunity to join at a junior level and be trained up in the banking concepts.
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