Description
Stress Testing Quant - Market Risk- Banking
6 months initial contract
£550-£600 a day
Fantastic opportunity for an experienced Stress Testing Quant with a background in Market Risk, to join a large Banking client in London.
The Stress Testing Quant must have experience of stress testing methodologies, as well as US, UK and EU regulatory requirements (ICAAP, CCAR, PRA, EBA).
Please apply now for more details.