Description
Credit Risk Modeller - Tier 1 IB, 6 months, London - £500 - £600
PB 3328
My client is a London based Tier 1 investment bank and are currently looking for Masters or PHD level educated Credit Risk modelling professionals. The role will revolve around validation, recalibration and documentation of existing credit risk models in accordance to regulatory requirements.
Requirements:
Necessary
-Masters qualification (in a numerate discipline such as mathematics, physics or engineering)
-Knowledge of applied statistics, for example regression analysis or reject inference
-Experience in data quality investigation, cleansing and manipulation in R or SQL
-Strong numerical programming ability using a range of languages such as R, C++ or JAVA
-Working experience with SQL
-Experience of developing and applying statistical models
Ideal
-PhD (in a numerate discipline such as mathematics, physics or engineering)
-Moody EDF (working knowledge)
-Experience using agency ratings in collaboration with PD models
-2+ years in statistical modelling or model validation
Please Note:
-Due to anticipated high volume of applications it is highly recommended that you submit your details ASAP to avoid disappointment
-Please only submit your details using the function available on the website
-If deemed suitable, your application will be taken forward and you will be contacted by the recruiter directly for a pre-screening telephone conversation. Any actions following the call will be agreed with the recruiter
-We value diversity and always appoint on merit.