Description
I currently have an opportunity for an experienced quant analyst to join a top Investment Bank's risk management quantitative analytics team.The role will see you join a team responsible for developing bank wide counterparty and credit risk methodology where you will perform the validation and review of various credit risk models. As a result, you must have the ability to manipulate large data sets and understand the underlying statistical methodologies.
Key Requirements:
- Proven experience as a Quantitative Analyst
- Experience of manipulating data and statistical modelling
- Very strong programming skills with R/S+/LaTeX
- Masters Educated (preferably PhD) in a relevant topic (Mathematics, Financial Economics, Statistics, Physics etc)
- Solid understanding of credit/counterparty risk modelling and methodology.
The role is an initial 6 month contract. If it is of interest, please apply or contact me directly.
Quant Analyst, Risk Management, Credit Risk, Modelling, Model Val, Statistics, R, S+, SPLUS, Mathematics, LaTeX
To find out more about Real, please visit us on www.realstaffing.co.uk