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Quantitative Analyst - Glasgow, United Kingdom - Harnham

Harnham

Verified Company

Glasgow, United Kingdom

1 month ago

Posted by:

Tom O´Connor

beBee Recruiter

Description

QUANTITATIVE ANALYST

£60,000

GLASGOW

THE COMPANY
This company is a leading high street bank, seeking an experienced credit modeller to join the team.

This role offers an opportunity to join an established and well-known business, to develop and maintain models for their wholesale portfolio.

This is anexciting time to join the business as the quantitative team expands and gives a chance to be directly involved in a range of modelling projects.

THE ROLE

Developing risk models for the wholesale portfolio within the bank
Focused primarily on regulatory modelling, including IFRS9, PD, LGD and EAD
Also includes work with stress testing and wider model monitoring
Oversee these models, ensuring these are compliant with standards and regulations
Work closely with stakeholders across the bank, advising and providing insight on credit risk management

YOUR SKILLS AND EXPERIENCE

Strong experience in statistical model development, particularly regulatory models
Knowledge of and experience working with Python and SQL
A background in financial services, banking or insurance sector

SALARY AND BENEFITS