My client has embarked upon a significant build out of its credit risk analytics capability encompassing infrastructure, data analysis, models development and review, tactical and strategic model implementation. You will play a critical role in this.
Based in London you will be responsible for an existing team of data analysts which you will build out to a headcount of circa ten. The Data team is responsible for supporting the quant groups in their development, validation, testing and implementation of PD, LGD, EAD etc models and supplying the data for the systems and infrastructure around this.
You will need to have a strong understanding of credit risk and the Basel II models, have lead data teams within this field and have worked with external data such as KMV and S&P.
MC Partners Ltd.
RH-CR-HD
Note: Please quote eFC Ref: 585703 when applying for this job.