Quantitative Modeller

Job type:
on-site
Start:
11/06/2019
Duration:
6 months
From:
Huxley Banking & Financial Services
Place:
London
Date:
05/16/2019
Country:
flag_no United Kingdom
project ID:
1771871


Project description:

A Top Tier Investment Bank are recruiting for a Quantitative Modeller who uses Python to join their Analytics function on a long term contracting basis.

The Quantitative Modeller's responsibilities include developing Credit Risk Modelling methodologies and standards, overseeing the development of Capital models and developing modelling best practices at a Global level.

A successful Quantitative Modeller will:

  • Have past experience in R/Python with sophisticated tools for numerical analysis.
  • Have past experience Retail Credit and Wholesale Credit modelling (PD, EAD, LGD models).
  • Some past experience assisting with the development of new credit risk scorecards or primary application scorecards.
  • Relevant experience in a bank, fintech, rating agency, consultancy or advisory firm.
  • Creative problem solver with a track record of challenging the status quo to deliver improved ways of working.

If you are interested in this position, please send an updated CV or call asking for Nefeli.

To find out more about Huxley, please visit our website.

Huxley, a trading division of SThree Partnership LLP is acting as an Employment Business in relation to this vacancy