Senior Quantitative Analyst

  • competitive
  • London, England, United Kingdom
  • Permanent, Full time
  • BSM Group
  • 17 Nov 17 2017-11-17

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.