Vakante Jobangebote finden Sie unter Projekte.
Credit Risk Modeler - Tier 1 Investment Bank
Eingestellt von Alexander Ash Consulting Ltd
Gesuchte Skills: Matlab, Python, Engineering, Client
Projektbeschreibung
My client, a Tier 1 Investment Bank, is looking for a Credit Risk Modeler to join on a contract basis. The individual will preferably come from a Quantitative Development background and have good working knowledge in either R, Python or Matlab.
KEY REQUIREMENTS:
- Develop credit risk stress testing models (70%)
- Develop PD, LGD, EAD stress testing models, managing the development through technical committees with key stakeholders.
- Validate performance of new models.
- Document new models to required standards.
- Support model use (30%)
- Support
- PhD in a highly numerate discipline (Mathematics, Statistics, Physics, Engineering, Economics)
- Model Development background (preferred)
- Good knowledge and experience working with R, Matlab or Python.
Projektdetails
-
Einsatzort:
London, Vereinigtes Königreich
-
Projektbeginn:
asap
-
Projektdauer:
Keine Angabe
- Vertragsart:
-
Berufserfahrung:
Keine Angabe
Geforderte Qualifikationen
-
Kategorie:
IT Entwicklung, Ingenieurwesen/Technik