Quantitative Credit Risk Valuation Manager

Quantitative Credit Risk Valuation Manager 

Location: London hybrid

Contact: Craig Johnson- 0207 096 1200; craig@brimstone-consulting.com

The role

• As a Manager you will be responsible for managing a portfolio of projects and for the timely delivery of services.
• You will be involved in a range of credit risk valuation and advisory engagements relating to financial products (derivatives and cash based) across all asset classes that will include both contentious and non-contentious matters. Risk related matters e.g. the modelling of default risk and calculating expected credit losses (ECL). You will also be involved in other forms of quantitative and statistical advisory projects.
• You will also assist with the development of valuation models and modelling techniques for financial assets ranging from complex derivatives and structured products to other hard to value instruments that are complex due to illiquidity or a lack of observable market data inputs.
• The position benefits from rigorous on-the-job training from senior team members with significant experience in investment banking and consulting. Opportunities for undertaking further financial (e.g. CFA, FRM) or quantitative (e.g. CQF) qualifications will also be available.

Responsibilities

• Provide effective project management of credit risk valuation engagements from inception to completion
• Deliver clear, succinct, and robust valuation reports that are fit for purpose and accessible to non-technical readers
• Manage junior team members on engagements ensuring they are appropriately briefed and coached
• Assist in the appraisal and development of junior members of staff including identifying areas for development and collaboratively putting in place plans for addressing skill and knowledge deficits
• Carry out relevant technical research relevant to a specific area of valuations or credit risk – disseminate key findings to the quantitative risk & valuation team
• Ensure that the firms risk management and client take-on procedures have appropriately been complied with
• Maintain a network of professional and business contactsAct as an ambassador of the firm, participate in marketing events, keep abreast of the wide range of services the firm offers and suggest innovative products and services

Requirements

• Master’s degree in Finance, Economics, Mathematics, Statistics, Engineering or Computer Science from a reputable university
• 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.
• 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
• 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 experience of working with the internal audit functions of large companies and understanding their requirements
• 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).
• Effective written and oral communication skills
• Excellent academic background with potentially a professional qualification in quantitative finance or other related financial discipline (e.g., CFA, FRM, PRM, CAIA, CQF)

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About Brimstone Consulting: We specialise in finding highly qualified staff in the following areas:
Forensic Accounting & Fraud - (AML/CTF, Investigation, CFE’s etc.); Legal and LegalTech (E-Discovery, Digital Forensics, EDRM); Big Data and Data Analytics- (MI/BI/CI);InfoSec and Cyber Crime; Audit; Accountancy and Finance; FinTech (Payments etc.);Risk - (Credit, Regulatory, Liquidity, Market, Analysts-SAS, SPSS etc.);Compliance/Corporate Governance ;IT- (full SDLC- BA’s PM’s , Architects, Developers etc.);

Brimstone Consulting acts as an employment agency (permanent) and as an employment business (temporary) - a free and confidential service to candidates. Brimstone Consulting is an equal opportunities employer. Due to time constraints we can only reply to applicants that match our clients’ specifications. We may store applications in our cloud storage facilities that may include dropbox.

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