Senior Consultant - Credit Risk Management

UK – London
James Howl-Newton
Job Ref
  • Risk consultancy business focussed on the Finance sector
  • Company structure that encourages entrepreneurialism and agility

The company

The client is an international risk consultancy with a focus on the finance sector. Supporting banks, asset managers, insurance companies and hedge funds to manage complex projects and develop faster models and better methodologies to give their clients a competitive edge.
The business is international, with offices in London across Europe, and in New York.
An attractive employer with minimal middle-management, encouraging an entrepreneurial and cohesive working environment for their teams.
The role
The successful candidate will work on varied projects, with clients from multiple industries and is responsible for the following deliverables:
  • Development of quantitative Credit Risk models (e.g. PD, LGD, EAD)
  • Application of the most common approaches for segmentation, definition of default, model estimation, model performance, model calibration and model cyclicality
  • Production of comprehensive high-quality technical documentation
  • Management of projects and sub-projects as well as providing mentoring for consultants
  • Active involvement in our market development and project acquisition activities
  • Continuous expansion of your professional network
Your profile
  • Degree in a highly quantitative subject (e.g. physics, mathematics, computer science, economics)
  • Relevant experience in the estimation of IRB capital models
  • Knowledge of regulatory guidance on credit risk
  • Experience with modern programming languages like SAS, R, Python or SQL to perform data extraction and data quality analytics
  • Strong written and verbal communication skills in English and ability to assess technical information and present key findings 
  • Desire to perform, natural curiosity and an ability to assimilate new skills quickly

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James Howl-Newton
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