An exciting opportunity has emerged at a leading Consultancy for a Credit Risk Quant to join the team based in London.
You will be responsible for building and validating Credit Risk models (PD/EAD/LGD) within an tier 1 investment banking enviroment.
Some of the responsibilities within this position include, but are not limited to:
- Aiding end-to-end project delivery with onsite / offshore teams
- Risk modeling, risk model validation activities as maybe required
- Focusing on newer technologies and new modelling techniques
- Contribute to presentation and the structural improvements possible.
It is essential that you have the relevant Credit Risk modelling experience and have SAS, R and Python skills.
They are offering a starting salary ranging between £50,000 - £70,000 dependent upon experience plus bonus and an excellent benefits package.
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