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Job Overview

Wholesale Credit Quantitative Analyst - Retail Modelling

Location: London Salary: £650 - £750pd
Type: Contract Contact: D’neshai Bailey
Posted: 5 months ago

A top tier bank is looking for a quantitative retail modelling expert within wholesale credit risk to join their quantitative team in London. 

Responsibilities 

  • Support the development of credit risk models as well as the development of new retail credit risk scorecards (PD, LGD, EAD). 
  • Support the maintenance of credit risk models on existing risk systems.

Ideal candidate

  • Previous model development on wholesale models – PD, LGD, etc. 
  • Scorecard development experience. 
  • Strong knowledge of retail credit risk models e.g credit cards. 
  • Strong SAS experience. 
  • Machine learning helpful. 

If you are interested in this role please apply below or contact me for more information.