Description
Python Quant Developer - Credit Risk/ECL Sought by leading investment bank based in Canary Wharf.
*Inside IR35 - Hybrid working*
Quant Developer: Need Quant Developer with Credit Risk and ECL experience to Implement models for credit risk and stress testing:
- Background (3-5 years) writing computational and numerical codes in a research or commercial environments.
- Ph.D. or a Master's degree in quantitative field eg physics, engineering, mathematics, statistics, etc.
- Solid programming skills and experience modelling techniques and numerical implementations.
- Fluency in Python, Linux, Numerical libraries and data processing experience.
- Experience implementing IFRS9/ICAAP and for PD/LGD modelling is desirable.
Please apply within for further details or call
Alex Reeder
Harvey Nash Finance & Banking