Credit Risk Analytics Quant

Hays Finance Technology
London (Greater)
10 Feb 2018
15 Feb 2018
Contract Type
Full Time
Credit Risk Quant - upto £900/day

Your new company
A leading investment bank based in the heart of the city.

Your new role
You will be working on two work streams, a credit risk exposure back-testing project - whilst also assisting in the implementation of a new economic capital model. The Model implementation which is primarily used for credit risk will require working with an external vendor company, together with the vendor you will be required to understand the exposure simulation process for back testing. You will also need to undertake implementations in Python and or C++ where necessary. In addition to this you will work with the model validation team to write formal documentation and validation process for both the mentioned projects.

What you'll need to succeed
In order to be considered for this role you will have previous experience working in a credit risk analytics or quant analyst role ideally at an investment bank. Knowledge of credit risk exposure methodologies is crucial as is an solid exposure to credit risk back-testing. A solid grasp of either C++ or Python.

What you need to do now
If you're interested in this role, click 'apply now' to forward an up-to-date copy of your CV, or call us now.
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