Senior Quant Risk Analyst – Credit Risk Modelling; VP - Bruin

Senior Quant Risk Analyst – Credit Risk Modelling

I 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 initiatives, including stress testing, scenario analysis, and innovative approaches to climate risk. The position requires strong technical skills—proficiency in SQL, Access, or R, along with advanced Excel and Python capabilities.

Significant experience in credit risk analytics within financial services and a degree in a quantitative discipline (Finance, Mathematics, Economics, Engineering, etc.) are essential. If you thrive on solving complex problems and want to shape risk strategy through robust modelling, please get in touch.

• Mid‑Senior level

• Full‑time

• Research, Analyst, and Information Technology

London, England, United Kingdom