Join us in applying advanced quantitative methods to the area of credit risk. We keep up with the latest technologies, approaches and hot topics. Our clients are mainly banks,London. As our new consultant, you will support us in quantitative projects (typically model development or validation) in the areas of either Credit or Market Risk. We also support our clients with the implementation of the latest approaches (IRB,IFRS9), methodologies and regulations. Your role Your role would be to participate in our projects related to quantitative credit risk modelling for top tier-I global clients and local regional clients. The specific project role would be agreed based on your experience and your skill sets. On the Credit Risk side, we are involved for example in IRB modelling, implementation of new regulatory aspects, IFRS 9 models. We also extend models and processes to capture new types of risk like the Environmental, Social and Governance Risk or industry-specific ones. What is important for us Experience in the area of quantitative Credit risk Modelling – from yourpractical work experience Knowledge or interest in at least one of the topics relevant for our current projects. Moreover, we seek the willingness to better understand / master the topics A university degree focused on mathematics (ideally in the realm of Quantitative Finance, Statistics or Applied Stochastic Analysis), data analytics or econometrics Practical experience with at least one of the following (experience from school projects is enough): R (e.g., Shiny),Python (e.g., Pandas / NumPy / Scikit learn), exposure to Jupyter notebooks, Object oriented programming or SQL This role is an outsideIR35 contract role