Quantitative Risk Manager – 28528

The Emerald Group; London; On-site; GBP 60,000 - 100,000

Job description

As a Manager you will be responsible for managing a portfolio of projects and for the timely delivery of services.

• Location: London
• Category: Risk
• Type: Permanent

Key Duties (Including but not limited to):

• Provide effective project management of valuation engagements from inception to completion.
• Deliver clear, succinct, and robust valuation reports that are fit for purpose and accessible to non-technical readers.
• Manage expectations and relationships skilfully through timely and appropriate communication.
• Manage junior team members on engagements ensuring they are appropriately briefed and coached.

Minimum Requirements:

• A master’s degree in Finance, Economics, Mathematics, Statistics, Engineering or Computer Science from a reputable university.
• Strong professional interest in the fields of retail and corporate credit risk, scorecard methods, internal ratings-based models, model validation, as well as UK and European regulatory standards underpinning these areas.
• Significant credit risk experience gained ideally from a major financial institution, another professional services firm, or a credit ratings agency. Valuation experience will be an advantage.
• Desirable previous credit risk modelling experience or the building and/or validating credit risk models obtained from within a bank or a credit ratings agency.
• Some programming skills in a high-level language (e.g., Python, R, MATLAB, Excel VBA) and/or experience with econometric software packages (e.g., STATA, SAS).