My leading Investment Bank client are looking for a talented and motivated individual to take responsibility for developing, documenting, and monitoring Credit Risk models for their EMEA region. You''ll take initiative on activities supporting Regulatory and Internal Capital Assessments such as ICAAP, ICARA and others, as well as developing innovative solutions in climate risk modelling and scenario analysis exercise. The team is high performing yet supportive, with great management. A brilliant opportunity! The following skills/experience is required: Strong background in Credit Risk Model development Degree in Quantitative subject (Finance, Mathematics, Economics, Engineering, etc) Programming languages, ideally R. Python, SAS are desirable Banking background Strong Excel and Access skills Good communication and stakeholder management skills. Salary: Up to £130,000 + bonus + package Level: Vice President (VP) Location: London (good work from home options available) If you are interested in this Quantitative Risk Analyst position and meet the above requirements please apply immediately.