Wholesale Credit Risk Modeller

Recruiter
Aston Carter
Location
London
Salary
50000.00 - 75000.00 GBP Annual
Posted
15 Feb 2017
Closes
20 Feb 2017
Category
Accounting
Function
Consultant
Contract Type
Permanent
Hours
Full Time

My client is a leading Global Tier 1 bank which has a reputation for having market leading data, products, analysis and models across Risk, Treasury and Finance.

Having developed their infrastructure, training and investment into this are they are now looking for an experienced analyst to join their team to aid its future growth and development.

This is an opportunity to become a part of a key team in the banks future development, and make a real impact on the way they conduct their business.

Requirements:

  • At least 2 years of experience in a risk management or similar role at large financial institutions or consultancies.
  • Working knowledge of wholesale PD, EAD and LGD modelling approaches and related statistical techniques.
  • Knowledge of key regulatory frameworks, specifically CRR/CRD IV. Experience of AIRB model submission and approval would be an asset.
  • Effective communication skills across a range of forums, both written and oral, and to senior audiences both internal and external.
  • Strong teamwork and collaboration skills, with capacity to build and maintain effective working relationships across internal functions in addition to direct reporting line.

Allegis Group Limited and Aston Carter Limited operate Employment Businesses and Agencies and are companies within the Allegis Group Inc. group of companies, the fourth largest staffing company in the world, (collectively referred to as the "Allegis Group"). TEKsystems and Aerotek are divisions of Allegis Group Limited. Applicant data will be treated in accordance with the Allegis Group's Privacy Notice ). By submitting personal data to any company or division within the Allegis Group, the applicant is providing explicit consent to the use of such data by the Allegis Group and to the transfer of such data to and from the Allegis Group companies within the UK, Europe and outside the European Economic Area in connection with the fulfilment of the applicant's voluntary requests, and the fulfilment of other job opportunities that match the applicant's profile, and confirms that they may be contacted about such job opportunities.