Description
Credit Risk Focused Quant Analyst, Canary Wharf, 6 months
Tier One Investment bank requires an experienced Quant Analyst with Credit risk Exposure to join my clients Risk Capital project, based in Canary Wharf on an initial 6 month contract.
The role will cover Quantitative analysis in the context of the design and implementation of a Credit Portfolio Model as part of the redevelopment of the credit Economic Risk Capital (ERC) programme.
Specific focus of this role lies on understanding and using a prototype implementation of a new Credit ERC methodology to produce capital figures which are provided to stakeholders for feedback and further methodology refinements
All Skills need to be CLEARLY VISIBLE within your CV/Application:
*Master's degree in a quantitative subject or equivalent experience .
*Experience in financial services industry or equivalent experience.
*Experience in credit risk modelling is essential, experience in credit economic capital modelling an advantage.
*Ability to communicate logically and precisely, including writing extended documentation.
*Experience in using R
The ideal candidate will also have:
*Experience in Credit risk methodology areas.
*Basel II & III knowledge/experience would be advantageous
If you wish to apply for the above position, please call me or email.
Please be advised if you haven't heard from us within 24 hours then unfortunately your application has not been successful on this occasion, we may however keep your details on file for any suitable future vacancies and contact you accordingly. Adecco is an employment consultancy and operates as an equal opportunities employer.
Hy-phen Limited is acting as an Employment Business in relation to this vacancy.
The Adecco Group UK & Ireland is an Equal Opportunities Employer.