Quant Analyst - Risk Modelling - Tier 1 Bank

London  ‐ Onsite
This project has been archived and is not accepting more applications.
Browse open projects on our job board.

Keywords

Description

A fantastic opportunity within a top tier Investment Bank's quantitative analytics group.

You will be part of a team responsible for the development of firm wide methodology revolving around risk management. You will work with other analysts on research, development, and deployment of pioneering risk models.

Key Requirements:
- Excellent mathematic ability
- PhD/Masters in a statistical discipline from a top university (Mathematics, Econmetrics etc)
- Profficiency with programming in R / SPLUS
- Possess a secondary programming language (C/C++)
- Solid communication skills
- Relevant Investment Banking experience within Credit Risk is highly desirable

The role is suitable for either experienced individuals or PhD graduates looking for a move into financial services.

The role is a 6month rolling contract based in London.

To find out more about Real please visit www.realstaffing.com
Start date
01/2013
From
Real
Published at
04.01.2013
Project ID:
467327
Contract type
Freelance
To apply to this project you must log in.
Register