Quant Analyst - Credit Risk (multiple hires)

  • Location:

    City of London, London

  • Sector:

    Risk

  • Job type:

    Permanent

  • Salary:

    £50000 - £150000 per annum

  • Contact:

    Martin Deavin

  • Contact email:

    martin.deavin@goodmanmasson.com

  • Job ref:

    MD0284677_1602075223

  • Published:

    15 days ago

  • Duration:

    Perm

  • Expiry date:

    2020-11-06

  • Start date:

    ASAP

  • Consultant:

    Martin Deavin

Skills

  • Confident and credible communicator who displays both technical knowledge and commercial understanding
  • Strong technical problem-solving skills
  • Project management and excellent report writing skills
  • Experience in stakeholder and client management

Experience

  • Experience in Financial Services, either as part of an institution; in an advisory or business consulting capacity to such organisations or in the regulation of such institutions.
  • Strong academic background including at least a Bachelor's degree (Computational Finance, Mathematics, Engineering, Statistics, or Physics preferred) or equivalent.
  • Knowledge of Probability of Default (PD) / Loss Given Default (LGD) / Exposure at Default (EAD) / Internal Ratings Based (IRB) / Stress Testing
  • Knowledge of Credit Risk & Financial Services Regulation - such as IFRS9
  • Alternatively, knowledge of climate change modelling and sustainable finance
  • Experience in any of the following software development environments: Python / VBA / Java / C++/ SQL / R / Matlab / .NET / SAS
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