Analytics Modelling VP - Credit Risk in London Area

Job description

My leading Investment Bank client are looking for a talented and motivated individual to take responsibility for developing, documenting, and monitoring Credit Risk models for their EMEA region. You'll take initiative on activities supporting Regulatory and Internal Capital Assessments such as ICAAP, ICARA and others, as well as developing innovative solutions in climate risk modelling and scenario analysis exercise.

The team is high performing yet supportive, with great management. A brilliant opportunity!

The following skills / experience is required:

• Strong background in Credit Risk Model development
• Degree in Quantitative subject (Finance, Mathematics, Economics, Engineering, etc)
• Programming languages, ideally R. Python, SAS are desirable
• Banking background
• Strong Excel and Access skills
• Good communication and stakeholder management skills.

Salary: Up to £130,000 + bonus + package

Level: Vice President (VP)

Location: London (good work from home options available)

If you are interested in this Quantitative Risk Analyst position and meet the above requirements please apply immediately.

Extra information

Status

Open

Education Level

Secondary School

Location

London Area

Type of Contract

Part-time jobs

Published at

30-11-2025

Profession type

Accountancy

Full UK/EU driving license preferred

No

Car Preferred

No

Must be eligible to work in the EU

No

Cover Letter Required

No

Languages

English