Senior Research Director: Credit Risk & AI Modeling

LGBT Great; City of Edinburgh; Hybrid; GBP 50,000 - GBP 70,000; Full time

Job summary

A leading risk management firm is looking for a quantitative developer to work on credit risk products. Responsibilities include prototyping quantitative financial models, contributing to research projects, and supporting the advisory services team. Candidates should have strong Python and quantitative skills, ideally with a degree in a numerical discipline. This role supports an inclusive environment and values diverse perspectives.

Benefits

Inclusive work environment

Professional development opportunities

Qualifications

• Experience in structural credit modelling including Merton and Distance to Default.
• Knowledge of time series data, financial mathematics, and stochastic modelling.
• Comfortable with economic scenarios and scenario generation software.

Responsibilities

• Prototype and develop analytic and quantitative financial models.
• Contribute to research and development initiatives.
• Engage in review and development activities to meet team goals.

Skills

Strong quantitative developer skills

Strong communication skills

Collaboration in multi-disciplinary teams

Education

Good first degree in a numerical discipline

Post-graduate qualification in a numerical discipline

Tools

Python

C#

MATLAB

Job description

A leading risk management firm is looking for a quantitative developer to work on credit risk products. Responsibilities include prototyping quantitative financial models, contributing to research projects, and supporting the advisory services team. Candidates should have strong Python and quantitative skills, ideally with a degree in a numerical discipline. This role supports an inclusive environment and values diverse perspectives.