
Senior Consultant Credit Risk Modelling
Your role
As a Senior Consultant in Credit Risk Modelling, you’ll be part of our global Financial Institutions management team. Based in London, you’ll be responsible for several clients, a variety of credit risk projects and a group of ambitious consultants.
You will work with a selection of our highly skilled international group of 100+ Financial Institutions consultants, to deliver complex quantitative projects relating to credit risk management.
The projects you will be working on, may include the following activities:
- 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
Skills to be successful
To thrive in this role, you should possess the following qualifications and attributes:
- Degree in a highly quantitative subject (e.g. physics, mathematics, computer science, economics)
- Around 4+ years of relevant working experience in the financial services industry, preferably in the consulting sector
- Relevant experience in the estimation of IRB capital models
- Knowledge of EBA, PRA, ECB, CRR, Basel II, III 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
We offer in return
At our organization, we value work-life balance and promote a healthy work-from-home ethic and wellness policy. In addition, we offer:
- Opportunity to join the Zanders Financial Institutions management team and influence the development of our firm.
- Opportunity to further establish yourself as a Credit Risk expert within the financial industry.
- Development of your client relationships across top-tier banks.
- Involvement in challenging, complex technical projects to further expend your skillset.
- Opportunity to lead and mentor a highly skilled team of consultants.
- An ambitious work environment that provides flexibility and freedom and encourages innovation.
- You will have the opportunity to grow your technical and personal skills within Zanders through tailored training opportunities and coaching
- Supportive and collaborative colleagues who strive to provide world-class service to our clients.
Who we are
About the Financial Institutions department
We’re self-starters, experts, and boundary-pushers who are passionate about helping our clients to be market leaders in quantifying and managing traded risk. We constantly seek innovative solutions that add value for our clients. To foster the growth of our business in the UK, we aim to welcome dynamic, intelligent team players like yourself to our team.
About Zanders
Zanders has grown strongly to become the leading global independent risk and treasury consulting firm with more than 330 employees across ten offices in Europe, Middle-East, US and Asia. Our global team has the skills and experience to address the most complex financial challenges. With a specialised focus on risk and treasury, we have extensive experience in supporting multinational corporations, financial institutions, public sector entities and NGOs. We have ambitious plans for future growth and expansion.
With the recent investment from our strategic partner, MML Capital, and the recent acquisition of Fintegral we aim to strengthen our capabilities and teams in existing international markets while exploring new markets and segments. We invite candidates like you to join us on this exciting growth journey.
At Zanders, we believe in investing in our people, sharing knowledge, and creating an inspiring work environment. Our open and collaborative atmosphere fosters freedom, fun, and cooperation – all essential elements of our success. We strive to make each project more exciting and challenging than the last.
By applying for a role at Zanders, you give us approval to use and retain your personal details. Taking into account the nature of Zanders enterprise, you are expected to behave to a high moral standard. A Pre-Employment Screening (PES) by a third party is part of the application process.