Senior Quantitative Analyst

  • competitive
  • Londres, Angleterre, Royaume-Uni
  • CDI, Plein-temps
  • BSM Group
  • 20 nov. 17 2017-11-20

A leading Bank based in The City are looking to hire a Senior Quantitative Analyst to develop credit models for low default portfolios.

Description:

  • Developing and prototyping methodologies for PD, LGD, EAD and IFRS9 models
  • Research, design and implementation of methodologies for quantifying credit risk
  • Documentation of the methodology, process and techniques used in models developed
  • Coding within R and Matlab

Requirements:

  • Academic backgrounf in statistics, mathematics or finance
  • An understanding of IRB modelling requirements
  • Experience in developing IRB models across lending portfolios
  • Experience managing a team would be advantageous

Please submit a copy of your CV for further information.