Quantitative Risk Manager - London, United Kingdom - Tandem Search

    Tandem Search
    Tandem Search London, United Kingdom

    2 weeks ago

    Default job background
    Description

    Job Description

    Manager - Model Development/Validation (Credit Risk)

    Experience:

    • Credit Risk Modeling: Minimum 4 years developing and/or validating credit risk models, with at least 1 year in a consulting role.
    • IRB Expertise: Deep understanding of operational tasks for IRB model development and validation.
    • Regulatory Knowledge: In-depth knowledge of current IRB regulations, with experience in related areas like IFRS 9.

    Skills:

    • Project Management: Proven ability to manage projects effectively.
    • Quantitative Analysis: Strong quantitative background and analytical skills.
    • Technical Proficiency: Proficient in Excel, Python, SQL, and their applications in credit risk modeling.
    • Problem-Solving: Ability to understand complex issues, develop innovative solutions independently, and deliver results quickly.

    Languages:

    • Fluency: Fluent in English and either German or Spanish, with professional report writing skills.

    Travel:

    • Willingness to Travel: Open to travel, primarily within Europe.