Investment Bank - Quant / Credit Risk Analyst ?

[nammynake]

I have worked in Retail Credit Risk modelling (PD/EAD/LGD models for Basel 2, Impairment Provisions, Economic Capital etc.) for 5 years at two of the UK's biggest retail banks. I am starting to explore opportunities outside of retail banking and would like to understand what roles might be available in investment banks that could utilise my skills.

Prior to working I gained a PhD in Physics, although this was primarily in experimental/data analysis as opposed to pure theoretical/maths based. My mathematical competency didn't really get beyond the core maths modules that I took during my physics degree (which I coped fine with but never had a flair nor particular interest in).

I am aware of the quantitative analyst role, though this seems to be occupied by pure maths/theoretical physics PhD's. My Maths is definitely not at that level. Credit Risk seems to have many parallels in IB compared with Retail Banking, and wondered if the same concepts/techniques are used (e.g. logistic regression)?

Any advice regarding roles suitable to my experience would be great.