Statistical Modeller - Leading Investment Bank

London, England, United Kingdom

My client is looking for an individual to develop statistical models for a credit products portfolio team. Model outputs are utilised across a range of risk metrics, including RWA, pricing, Economic Capital, and for credit sanctioning. 


  • Key responsibilities include development of new models and challenge of existing models; this covers modelling, documentation, implementation, work with validation team
  • The role will involve direct contact with various stakeholders in the business and in the risk function; the candidate should therefore be comfortable interacting with peers and senior management in other functions and influencing the direction of projects
  • Outstanding analytical skills and an inquisitive mind are required to anticipate business needs and propose innovative solutions

Key Skills

  • Post graduate degree in a quantitative discipline, Mathematics, Statistics, Physics, Engineering, Econometrics 
  • Very strong knowledge of statistics, e.g. regression analysis, reject inference, decision trees, cluster & time-series analysis  
  • Strong numerical programming ability using a range of languages (R, Matlab, Python); working experience with SQL  
  • Track record of producing high quality written communication including results of research and presentations for technical and non-technical audiences 
  • Experience of developing & applying statistical models     


  • PhD in a highly numerate discipline (Mathematics, Statistics, Physics, Engineering, Econometrics)   
  • Understanding of the quantitative techniques used in developing and validating PD, LGD, and/or EAD models
  • Experience in statistical modelling and model testing 

For other Statistical Modelling roles and Data Science opportunities please apply.