Quantitative Analyst - Market Risk & Counterparty Credit Risk

London  ‐ Onsite
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Description

Quantitative Analyst - Market Risk & Counterparty Credit Risk

A Quantitative Analyst is required for a Tier 1 Investment Bank on a project to move their trading book onto an internal capital model.

The successful Quantitative Analyst will have been educated up to a Masters or PHD level in either Mathematics, Econometrics, Statistics or Quantitative degree.

Key skills required:

  • Market Risk and Counterparty Credit Risk experience
  • Model methodology experience - 2-3 years
  • Model Validation and Implementation experience
  • VAR, CVA, PFE, RWA knowledge and experience
  • C++, VBA, R programming experience

If you have the relevant skills then apply with an updated copy of your CV.

KEYWORDS:

QUANTITATIVE ANALYST, MARKET RISK, COUNTERPARTY CREDIT RISK, MODEL METHODOLOGY, MODEL VALIDATION, IMPLEMENTATION, VAR, CVA, PFE, RWA, C++, VBA, R, INVESTMENT BANKING

Start date
ASAP
Duration
6 months
From
Orgtel
Published at
05.11.2016
Project ID:
1233614
Contract type
Freelance
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