Jobs

    Senior Quant Analyst - Camden Area, United Kingdom - Selby Jennings

    Selby Jennings
    Selby Jennings Camden Area, United Kingdom

    3 weeks ago

    Default job background
    Banking / Loans
    Description
    Lead the development of Credit Risk EC models, ensuring accuracy and effectiveness.
    Craft methodologies for creating loss distributions.
    Construct correlation frameworks for various asset classes including Corporate, Banks & FI, Sovereign, and Retail.
    Design portfolio analytics solutions using Python/SAS or similar platforms to facilitate management decisions.
    Continuously evaluate operational risks inherent in the role, considering economic fluctuations, regulatory requirements, and technological advancements.
    Play a pivotal role in executing models for Group and Regional ICAAPs.
    Develop EC solutions for Significant Risk Transfer transactions.
    Assist the Head of EC Analytics in meeting team objectives.

    To excel in this role, you should have:
    Proficiency in Economic Capital model development or similar frameworks.
    Strong quantitative skills, with a deep understanding of random number algebra.
    Familiarity with credit risk models such as IRB, ECL, and stress testing, including their development, validation, and downstream application.
    Knowledge of wholesale credit analytics, business, and products.
    Expertise in handling large datasets and a solid grasp of credit risk-related data.

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