Credit, Risk and Quantitative Finance

Given the intricacies of the risk space, it is vital that our consultants come from a risk management background or have extensive financial recruitment experience. Our consultants’ expertise is backed up by a dedicated research function and this structure ensures we deliver the best talent and opportunities across the sector.

The division is divided into industry-focused teams, concentrating on “banking” (investment, corporate and retail) and “non-banking” (asset management, wealth management, hedge funds, insurance, brokerages, exchanges, regulatory bodies and risk vendors), further highlighting our in-depth knowledge of the specific areas we recruit in.

The division recruits permanent, temporary and contract professionals into middle and front office jobs across all our core areas, including:

• Credit Analysis (Corporates, FI’s, NBFI’s across all sectors)
• Credit / Counterparty Risk
• Credit Research
• Credit / Risk focused Business Analysis
• Market Risk (Reporting/Control/Management across all asset classes)
• Model Validation
• Operational Risk
• Portfolio Risk
• Performance Risk
• Pricing / Valuations
• Quantitative Analysis
• Quantitative Development
• Quantitative Research
• Ratings Advisory / Analysis
• Relationship Management

The Credit, Risk & Quantitative Finance division provides the high quality service you would expect from Morgan McKinley to both clients and candidates. The huge range of disciplines and roles we cover means we deliver both contingent and search solutions at all levels, from graduate jobs to MD’s and above.