You’ll be joining our team of experts within the Quantitative Risk and Valuations Advisory, and you will be responsible for managing a dedicated portfolio. This role will focus on retail and corporate credit risk provided expert advice in scorecard methods, internal ratings-based models, model validation, as well as UK and European regulatory standards.
Our team is work together in collaboration to deliver a variety of assignment and you’ll work closely supporting Directors and Partners. You’ll also help to further grow the offering contributing towards marketing and business development initiatives.
You’ll be someone with
* Strong professional interest in the fields of retail and corporate credit risk, scorecard methods, internal ratings-based models, model validation, as well as UK and European regulatory standards underpinning these areas.
* Significant credit risk experience gained ideally from a major financial institution, another professional services firm, or a credit ratings agency. Valuation experience will be an advantage.
* An interest in applying tools from finance, mathematics, and data science to provide pragmatic and robust solutions to real-world problems.
* Strong knowledge of mathematics and statistics as applied to finance and credit risk. Hands on experience in credit risk modelling or the valuation of financial products.
* A master’s degree in Finance, Economics, Mathematics, Statistics, Engineering or Computer Science from a reputable university.
* Desirable previous credit risk modelling experience or the building and / or validating credit risk models obtained from within a bank or a credit ratings agency.
* Some programming skills in a high-level language (e.g., Python, R, MATLAB, Excel VBA) and/or experience with econometric software packages (e.g., STATA, SAS).