Description
Investment Banking - Statistical Modeller
My Tier 1 investment banking client are currently seeking a statistical modeller to join their credit risk team on a contract basis paying up to £350/d. main duties and responsibilities of which include:
. Develop document and calibrate credit risk models in line with reg requirements
. Support user understating of models and investigate ad hoc queries
. Enhance model management though automation and development of new approaches
. Validate performance of new models
. Document new models to required standards
. Support and test model implementations
Candidates with strong knowledge of applied statistics, developing and applying statistical models and with exposure to programming languages (C++/R/Java/SAS) will be looked upon favourably
If you would like an opportunity to discuss this role in further details please send a copy of your CV
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