Barclay Simpson in London is seeking a graduate or early-career analyst to join its credit risk modelling team. You will prepare and analyse datasets, support model development and testing, and explain results to stakeholders.
No prior credit risk experience is required; the role emphasizes strong quantitative ability, practical Python skills, and the ability to take a project from analysis to conclusions, including IFRS 9 or IRB models and scorecards.
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This role, Quantitative Credit Risk Modeller at Barclay Simpson, could be your next career step.
We aim to respond to suitable candidates as soon as possible.
Full responsibilities and requirements are described in the listing above.
Learn more about the Quantitative Credit Risk Modeller role in the description above.
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