Description
Quantitative Analyst - Credit Risk
Credit Risk Quant Analyst required for Tier 1 Investment Bank. The position will sit within Credit Risk Metrics team. The team provides models for regulatory capital calculations.
The candidate's role will be to write code and documentation as part of model validation and model analysis. The successful candidate will have experience writing in R.
They also need to have a good general statistical background in fitting models to real world data.
We are looking at candidates with Masters level qualifications or higher.
To avoid missing out on this opportunity, please send your CV with all relevant details included. Due to requirements of this position, only candidates with the skills/knowledge mentioned above will be considered.