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Quant Analyst - Wholesale Credit Risk - Basel III

London, United Kingdom, £ £ 700.00-800.00 Daily Daily, Contract

Description

My client, a Top Tier Banking group is looking for a Wholesale Credit Risk Quant Analyst to work within Wholesale Credit Risk on the delivery of Basel III Capital model changes to PD, LGD and EAD models.

It will be the responsibility of the successful candidate to ensure models are developed in line with regulatory requirements and internal standards and submissions to the lead regulator are of high quality by both supporting and leading modelling initiatives.

The business have stated it is imperative that candidates must have solid Wholesale or Retail Credit Risk experience and ideally worked on a large regulatory delivery such as IRB, IFRS9 or Basel III.

Role requirements:

  • Experienced Quant Analyst
  • Stong understanding of Wholesale Credit Risk specifically PD, LGD and EAD models.
  • An understanding of the RWA reporting, Credit and Finance processes.
  • Knowledge of Basel III and upcoming reforms impacting calculation and reporting of LGD and EAD
  • Extensive model build experience (AIRB ideally)
  • Modelling experience in either SAS or Python

Allegis Group Limited operates as an Employment Business and Employment Agency as set out in the Conduct of Employment Agencies and Employment Businesses Regulations 2003. It is a company within the Allegis Group network of companies (collectively referred to as \"Allegis Group\"). Aerotek, Aston Carter, EASi, Talentis Solutions, TEKsystems, Stamford Consultants and The Stamford Group are Allegis Group brands. If you apply, your personal data will be processed as described in the Allegis Group Online Privacy Notice.

We are part of a global network of companies and as a result, the personal data you provide will be shared within Allegis Group and transferred and processed outside the UK, Switzerland and European Economic Area subject to the protections described in the Allegis Group Online Privacy Notice. We store personal data in the UK, EEA, Switzerland and the USA. If you would like to exercise your privacy rights, please visit the \"Contacting Us\" section of our Online Privacy Notice for details on how to contact us. To protect your privacy and security, we may take steps to verify your identity, such as a password and user ID if there is an account associated with your request, or identifying information such as your address or date of birth, before proceeding with your request. If you are resident in the UK, EEA or Switzerland, we will process any access request you make in accordance with our commitments under the UK Data Protection Act, EU-U.S. Privacy Shield or the Swiss-U.S. Privacy Shield.

Job Details

716550181
Not Specified
London, United Kingdom
Contract
£ £ 700.00-800.00 Daily Daily