Director - Quantitative Analytics - Credit Risk

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Director - Quantitative Analytics - Credit Risk

The Director level position has been newly created in the Wholesale Credit Risk team in a Tier 1 Investment Bank based in London. You will be heading up a large team of Quantitative Analysts to provide strategic direction for Credit Risk on Greenfield projects.

The Director of Quantitative Analytics will be leading the design and implementation of Credit Risk PD, LGD & EAD models, overseeing the scoping, design, development, validation and implementation of those models. You will be responsible for managing stakeholders on various levels, both internally and externally, to ensure full understanding of model design and usage across a range of business areas.

As Director of Quantitative Analytics for Credit Risk, it will be your responsibility to provide support and take management of a high performing, dynamic team to ensure consistent career development and maintaining performance levels. You will take ownership of and coordinate Credit Risk projects, including implementation of IFRS9, ensuring that there is consistency with all model related work produced by the team. You will ultimately be the link between other modellers and validation teams as well as Auditors and Regulators and will take responsibility of maintaining those relationships.

The Director of Quantitative Analytics for Credit Risk must be able to demonstrate prior experience of managing a team on the development of Credit Risk models with excellent project management and interpersonal skills. You must be motivated and disciplined and able adapt well with shifting priorities without forgoing the quality of the content of the position. You must have strong statistical knowledge and be graduated to degree level in a quantitative discipline. You must have proven experience of using R, Python and VBA.

This is a progressive opportunity that will allow you to provide oversight and make an impact on the business model. It will suit an individual who is ambitious and who wants to progress their career in a top tier institution surrounded by likeminded individuals.

If this is something you are interested in and would like to hear more. Please get in touch by sending a copy of your most recent CV or applying online.