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VP, Credit Risk Analytics & Climate Modelling; EMEA
Job Description & How to Apply Below
A leading investment bank is seeking a talented and motivated Quantitative Risk Analyst to develop and monitor Credit Risk models for the EMEA region. The candidate will support regulatory assessments and develop climate risk modeling solutions. A strong background in credit risk model development and proficiency in R, Python, and SAS is essential. This full-time role offers up to £130,000 plus bonuses, with good work-from-home options available, ideally suited for candidates with a banking background.
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