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.