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Quant Credit Risk Modelling - Multiple Roles

Lanson Partners

Job Description

As a Quantitative Credit Risk Modeller, you will sit within the Treasury function which is part of the wider Product & Technology Division. This role will provide exposure to the product, prudential, credit, data teams as well as the risk management and financial management groups. 

Key Responsibilities:
  • developing and contributing towards leading practice statistical and analytics credit models to calculate credit risk ratings, loss estimates, risk weighted assets, stress testing, provision models (IFRS9) and regulatory capital requirements across retail and SME wholesale products
  • fostering collaborative working relationships with key stakeholders
  • delivering high quality model documentation that satisfies Risk Management Group validation, auditors and or external regulators
  • assisting with project related work, either specific to capital and credit or as it affects risk within the wider business, some of which will be provided to the regulator

To be successful, you will possess:
  • an advanced degree in a quantitative discipline (e.g., Mathematics/Statistics, Actuary, Engineering, Computer Science)
  • experience in credit risk modelling
  • drive, motivation and a learning mindset
  • highly numerate and analytical style and be comfortable working with predictive models
  • strong communication skills including the ability to document your methodology
  • ability to foster and build a collaborative working relationship with various stakeholders
To be considered apply here or send an updated CV to selene@lansonpartners.com