Description
Quantitative analyst - Credit modelling, credit risk, R, C++
A Quantitative analyst on a contract basis is required for a global banking organisation based in the city of London. This role has become available due to a growing project within the organisation which requires experienced people to join and help drive forward.
The Quantitative analyst will have exceptional experience working within credit modelling and credit risk modelling. The candidate should have a solid understand in the concept of VaR and Expected Shortfall, and ideally, how Marginal Risk Contributions are measured in credit portfolios. The Quant analyst will also expert experience with program writing skills such as; C++, C# and Python. You will also has excellent communication skills in both verbal and written form of communication as writing technical documents or academic research articles are essential.
The Quant analyst will also have a wide range of experience within statistical modelling and data handling techniques using technologies such as; Matlab, R, C or S-Plus package. You will also come from a highly mathematical or scientific background, as you will be working in a numerical environment.
This is an excellent opportunity to join a growing team within a financial services organisation on an initial 7-month contract with the view for extension. The client are willing to pay up to £900 per day for the ideal candidate.
Essential Skills/Experience;
Expert within credit modelling and credit risk modelling.
Expert experience within mathematical finance
Expert experience with program writing skills such as; C++, C# and Python.
Excellent communication skills
Business knowledge of various different banking areas
If this role would potentially be of interest to yourself, please reply with an updated version of your CV.