You'll be joining our team of experts within the Quantitative Risk and Valuations Advisory, and you will be responsible for managing a dedicated portfolio. This role will focus on retail and corporate Credit Risk provided expert advice in scorecard methods, internal ratings-based models, model validation, as well as UK and European regulatory standards.
Our team is work together in collaboration to deliver a variety of assignment and you'll work closely supporting Directors and Partners. You'll also help to further grow the offering contributing towards marketing and business development initiatives.
You'll be someone with
- 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.
- An interest in applying tools from finance, mathematics, and data science to provide pragmatic and robust solutions to real-world problems.
- Strong knowledge of mathematics and statistics as applied to finance and Credit Risk. Hands on experience in Credit Risk modelling or the valuation of financial products.
- A master's degree in Finance, Economics, Mathematics, Statistics, Engineering or Computer Science from a reputable university.
- 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).
Morgan McKinley is acting as an Employment Agency and references to pay rates are indicative.
BY APPLYING FOR THIS ROLE YOU ARE AGREEING TO OUR TERMS OF SERVICE WHICH TOGETHER WITH OUR PRIVACY STATEMENT GOVERN YOUR USE OF MORGAN MCKINLEY SERVICES.