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Model Risk Management Quant Positions

Model Risk Management Quant Positions

McGregor Boyall

Posted 14 hours ago, valid for 2 days

London, Greater London EC1R 0WX

Full Time

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Sonic Summary

New permanent Model Risk Management positions are available at a global bank in London.
Candidates should have strong experience with Credit Risk Models, including IRB, LGD, PD, and EAD.
The roles require model validation skills and strong stakeholder management abilities.
Knowledge of Python, R, SQL, and SAS is desirable for applicants.
Salary and seniority details are to be confirmed, and specific years of experience required are not mentioned.

*NEW PERMANENT POSITIONS*

Model Risk Management positions, salary TBC, London, Global Bank.

My client is actively searching for Model Risk Management candidates to join their Model Risk Management team. These will be permanent positions based in London with salary and seniority TBC.

They are looking for:* Strong experience with Credit Risk Models (IRB, LGD, PD, EAD etc) * Model validation skillset* Strong stakeholder management skills* Ability to independently manage and validate models* Python, R, SQL, SAS knowledge is desirable

If this would be of interest please contact me directly at or click the link below!

McGregor Boyall is an equal opportunity employer and do not discriminate on any grounds.

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