Senior Research Leader, Credit Risk & AI Modeling

Moody's Investors Service; City of Edinburgh; On-site; GBP 50,000 - GBP 70,000; Full time

Job summary

A leading financial services firm in the UK seeks a quantitative analyst to join their Insurance Asset Risk Modelling team. The role focuses on developing and leading projects related to credit risk products, requiring strong programming skills in Python and experience in structural credit modeling. Ideal candidates will possess a solid educational background in quantitative disciplines and the ability to communicate complex concepts effectively. This is an excellent opportunity for someone passionate about risk management and innovation.

Qualifications

• Quantitative developer skills for financial models development.
• Experience with structural credit and stochastic modelling is preferred.
• Ability to communicate complex concepts to stakeholders.

Responsibilities

• Prototype and develop analytic and quantitative financial models.
• Contribute to research projects focused on product improvement.
• Write and review model and technical documentation.

Skills

Structural credit modelling

Programming in Python

Time series data analysis

Strong communication skills

Education

First degree in a numerical discipline

Post-graduate qualification in a numerical discipline

Tools

Python

C#

MATLAB

Job description

A leading financial services firm in the UK seeks a quantitative analyst to join their Insurance Asset Risk Modelling team. The role focuses on developing and leading projects related to credit risk products, requiring strong programming skills in Python and experience in structural credit modeling. Ideal candidates will possess a solid educational background in quantitative disciplines and the ability to communicate complex concepts effectively. This is an excellent opportunity for someone passionate about risk management and innovation.