HRO Recruitment is a specialist traditional recruitment business. HRO Recruitment is a brand of HRO Personnel Sp. z o. o. HRO Personnel is a Human Resources service provider operating under numer 6696. We are working as a recruitment provider searching on our Client's behalf for a person in the following role:
Quantitative Analyst/Developer with working knowledge of Python and SQL
Location: London
In this role you will have a chance to work within a team of quantitative modelers building models for credit risk. In particular you will be responsible for building python scripts on financial pricing and risk models.
Key Accountabilities:
- The project will require working closely with the risk analytics team of a large global bank. This will include developing new econometric/statistical models and applications, and data analyses. You will have exposure to statistical and econometric models used in the Commercial Bank and you will work on risk modelling assignments that may involve:
- Development, Enhancement and Validation of credit risk models of bank’s Wholesale portfolio
- Demonstrate integrity and sufficiency of data used
- Establish the conceptual soundness of the modelling methodology in light of the strengths and weaknesses of various alternative modelling approaches
- Undertake various model validation performance to test model performance
- Document the risks and limitations related to model’s input/data, methodology, calibration procedures, coverage, development procedures, implementation and execution procedures
- Perform stress test, scenario and sensitivity analysis of model output to model’s input, parameters, and assumptions
- Develop model’s maintenance and monitoring plan for ongoing monitoring of model’s performance and model’s risk
- Documentation of the model development and validation procedures.
- Assistance in responding to questions and issues raised by the Internal Audit, Model Risk Management Group, Regulators and Senior Management,
- Collaboration with Model Risk Management Group in helping them perform Independent Model Validation
Please add the following clause to the end of your submitted CV: “I hereby consent for HRO Recruitment, a brand of HRO Personnel Sp. z o.o. with their head office in Warsaw at Puławska 182, to use my personal details hereby submitted for their recruitment process (documenting and processing personal information and forwarding said information to their clients within the structure of the client’s recruitment projects) in accordance with the Law on Protection of Personal Data (Dz. U. 2002 r. Nr 101 poz. 926) until I submit a written withdrawal of consent. I confirm that I was informed of the right to modify, access and protect my personal information.”
