Counterparty Credit Risk (CCR) Quant - EAD / RWA Modelling

  • Essential Consulting
  • City, London
  • Dec 12, 2025
Contractor Banking Finance

Job Description

Background and Overview

We are looking to onboard 1-2 Counterparty Credit Risk (CCR) Modellers to join a Risk & Capital Quants Modelling team within Markets at a Tier 1 global bank on a contract basis.

This is a 12 months + engagement (initial contract may be for 6 months) and London-based hybrid, with some/occasional days expected in office, targeting a January start click apply for full job details