This Role Is Now Closed
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Quant Credit Risk Rating Model modelling SAS R SQL Python Matlab
My client is looking for a highly motivated and dedicated junior quant for its Model Validation team in London. We are looking for individuals with a strong quantitative aptitude and wholesale credit risk modelling skill set. It is essential to have an eye for detail and ability to quickly learn as needed.
Liquidity Risk ILAAP Corporate Banking Wholesale banking Capital Markets Institutional Banking
Risk Models Pricing Quant Derivative Pricing Counterparty Credit Risk Models Stress Testing Models
Risk Models Quantitative Analyst Model Validation Quantitative Risk
Information Security Info Sec IT Risk Operational Resilience Cyber Risk PSD2 Payment Risk
Quantitative Credit Risk Model R SAS Python
Python SQL Algorithmic Trading Analytical Skills C++ Hedge Funds High Frequency Trading Equity Trading Arbitrage
Due to reasons of confidentiality, there are additional mandates we are actively working on that are not advertised.
If you are currently working in one of our specialist areas and are keen to explore new opportunities,please reach out to one of our experienced consultants, discretion is assured and all communications will be strictly confidential.