Quantitative Risk Analyst VP

Job Overview

My leading Investment Bank client is looking for a talented and motivated individual to develop, document, and monitor Credit Risk models for the EMEA region. The role supports regulatory and internal capital assessments such as ICAAP, ICARA, and innovative climate risk modeling and scenario analysis exercises.

The team is high performing yet supportive, with great management. This is a brilliant opportunity to take initiative on activities supporting regulatory and internal capital assessments while developing innovative solutions in climate risk modeling and scenario analysis.

• Strong background in Credit Risk Model development
• Degree in a quantitative subject (Finance, Mathematics, Economics, Engineering, etc)
• Programming languages, ideally R;
  Python, SAS are desirable
• Banking background
• Strong Excel and Access skills
• Good communication and stakeholder management skills

Up to £130,000 + bonus + package

Vice President (VP)

London (good work from home options available)

If you are interested in this Quantitative Risk Analyst position and meet the above requirements please apply immediately.