Description
Quantitative Analyst - Portfolio Credit Risk
A tier one investment bank is currently recruiting for a major programme aimed at developing their Economic Risk Capital for Credit Risk. This is an anticipated 3 year programme and they are looking for a contractor who has prior experience in portfolio credit risk methodology and has worked on the development of credit risk models to join their team.
Key Skills & Experience Required:
- Good knowledge of risk parameters - PD, LGD, EAD
- MSc in mathematics/finance subject
- Experience of portfolio credit risk methodology
- Experience of developing credit risk models