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Risk analytics – counterparty credit risk quantitative analyst (vice president)

London
Quantitative analyst
Posted: 14 February
Offer description

Description We are seeking a highly skilled quantitative specialist to join our Risk Analytics group, focusing on the development and management of internal credit rating models for counterparties. This role covers the full model development life cycle — from project design and methodology development, through local implementation, testing, documentation, submission, and ongoing monitoring — to model enhancement and remediation. In addition, the analyst will provide quantitative risk analysis to support daily counterparty credit risk management activities. Responsibilities Design, develop, and implement robust internal credit rating models for counterparty credit risk management. Translate complex financial information into factor variables and statistical model drivers. Build and maintain model performance monitoring and backtesting frameworks. Assess methodologies and processes to identify potential weaknesses and evaluate risk materiality. Conduct quantitative research to implement model changes, enhancements, and remediations. Collaborate closely with stakeholders across business and functional teams to ensure effective model development and utilization. Qualifications Master’s degree in a quantitative discipline (Statistics, Mathematics, Financial Engineering, Physics, or similar) Direct experience and knowledge of NRSRO framework or Internal Rating Methodology for Credit Risk in Basel framework (IRB) Deep expertise in scorecard variable selection, logistic regression, rating models, Probability of Default (PD), Loss Given Default (LGD) and Exposure at Default (EAD) models Strong analytical skills with the ability to interpret complex quantitative models and translate into sustainable library design, code development, and integration into IT systems 3–5 years of hands-on experience in credit rating model design, development, and validation. Proficient in Python; experience with R or other statistical programming languages is desirable. Excellent data handling and analytics capabilities Strong project management, organizational, and stakeholder communication skills Excellent written communication skills, with the ability to produce precise and compliant model documentation Familiarity with Numerix and/or Bloomberg platforms would be a plus LI-JD1

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