Senior Quantitative Analyst
- London, England, United Kingdom
- Permanent, Full time
- BSM Group
- 20 Nov 17 2017-11-20
A leading Bank based in The City are looking to hire a Senior Quantitative Analyst to develop credit models for low default portfolios.
- 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
- 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.