Description
I currently have a permanent opportunity for a Quantitative Analyst to join a Bank's Wholesale Risk Management function.The role will see you repsonsible for the development, validation and review of models for the bank's wholesale credit risk parameters (LGD, EAD, PD etc). You will also be required to participate in large data processes including procurement, data quality, cleansing, manipulation etc. The team face off to both internal and external stakeholders so you must be able to document and explain your methodology decisions in a clear and concise way.
Key Requirements:
- Previous Quant Analyst experience in Wholesale Banking
- Experience of Credit Risk Modelling (LGD, EAD, PD etc)
- Exposure to large data set manipulation using SAS
- Quantitative academic background (Masters minimum, PhD preferential)
- Strong communication skills both written and verbally with the ability to cater for different audiences
To find out more about Real, please visit us on www.realstaffing.co.uk