A leading financial institution, is seeking a VP level quantitative analyst to join a team of skilled credit risk modellers focused on building, implementing, and executing statistical models that support the bank’s wholesale division. This role will cover capital (AIRB), IFRS9 and stress testing models and will manage a small team of analysts.
The team supports the credit risk analytics needs of wholesale banking products and portfolios, and provides underwriting models, risk-reward models, capital models, and loss forecasting models for stress testing, reserving, and strategic planning. As a member of this team, you will play a key role in supporting the growth and management of portfolios in a controlled manner while satisfying the requirements of regulators around the globe.
Our client is committed to providing a supportive and inclusive culture and environment for its employees to work in. They recognize the importance of balancing personal needs with the professional needs of the business and offer flexible working arrangements to all employees globally.
Join a dynamic and motivated team of professionals in an exciting and challenging role, where you will have the opportunity to apply your skills and knowledge to make a real impact on the success of the bank.
We seek individuals from a diverse talent pool and encourage applicants from underrepresented groups to apply to our vacancies. Our commitment to fair recruitment processes means that we welcome applicants from all backgrounds, regardless of their lived experience or personal characteristics. We also invite applicants who meet most of the listed requirements, even if not all, to apply. If you require any adjustments to the application process, please let us know.
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