Senior Consultant in Credit Risk Management - Job London - Fintegral Career

Senior Consultant in Credit Risk Management

About us

Fintegral is an international risk consultancy with a focus on the finance sector. We support banks, asset managers, insurance companies and hedge funds to manage complex projects and develop faster models and better methodologies to give our clients a competitive edge.

Our consultants in Frankfurt, London, New York and Zurich combine strong quantitative skills and business acumen with years of experience and a deep understanding of financial risk management.

A corporate culture with flat hierarchies and interdisciplinary teams as well as a work environment in which your own ideas and entrepreneurship are encouraged make us an attractive employer for ambitious talents.

Your challenges

The successful candidate has the possibility to work on different challenging projects and is responsible for the following deliverables:

  • 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

Your profile

  • Degree in a highly quantitative subject (e.g. physics, mathematics, computer science, economics)
  • At least 2 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

Your benefits

  • Flat hierarchies and an open culture that encourages learning and personal development
  • A competitive salary package with additional benefits, such as company pension, health insurance, company phone, etc.
  • Numerous projects covering a range of topics for various clients in multiple locations
  • Development opportunities through mentoring, training courses and one-on-one coaching sessions
  • We promote entrepreneurial thinking and cultivate an open feedback culture
     

Keywords

Challenges – Develop quantitative Credit Risk models and robust code, manage projects, mentor consultants
Profile – Min. 2 years of work experience in financial services, Strong programming skills                       

Apply now with your complete application documents:
CV, cover letter, certificates - university and work certificates; (current) transcript of records
Submit application
https://www.fintegral.com/careers

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