R Developer - 11 Month Contract - London
Key to this role is R programming expertise and development experience in the financial domain (scenario modelling, stress testing development, credit/market risk development).
Must have at least 5+ years of experience.
Good to have experience in Financials services, in the areas of Stress Testing, Scenario Generation VaR (Value at Risk). i.e.: Familiarity with the end-to-end stress testing cycle, credit/market risk stress testing models.
First-hand experience in creating functional / business requirements specifications will be an added advantage.
Should have strong communication skills
Core R development expertise
Strong analytical, problem-solving and synthesizing skills
Certifications like FRM / CFA will be added advantage
Morgan McKinley is acting as an Employment Agency in relation to this vacancy. Please note that any references to salary or pay rates in this advertisement and in the salary refinement section are indicative only and should only be used as a guide.