Credit Risk, Senior Quantitative Analyst

To be successful in this role you should meet the following requirements: Significant experience of wholesale modelling (probability of default, exposure at default and loss given default models (PD, EAD and LGD), Including experience with multiple model types. Excellent understanding of credit risk modelling (AIRB and/or IFRS9). Familiarity with regulatory requirements, primarily UK (PRA) or EU (EBA/ECB) based regulation. Proficiency in manipulation of large data sets, preferably in Python, and excellent understanding of credit risk related data. demonstrated ability to explain technical tasks and methodology to a wider, sometimes non-technical audience. Desirable Skills: Knowledge of Python, SAS and/or SQL and their applications would be beneficial. Knowledge of (Python) model implementation in a bank’s operating environment, including the link to policies, procedures and regulations. Proficiency in English both written and verbal.