Quant Analyst, Credit Risk Modelling, Basel II, London

Quantitative Analyst, Risk Methodology, Basel II, Prototype Development

I currently have an exciting opportunity for an Experienced Quantitative Analyst to join my client a Tier One Investment Bank on a 6 month contract working for their risk department on a major Risk Charge Methodology project based in Canary Wharf

Brief Job Description

The risk team is involved in a Major Incremental Risk Charge Project and you will be involved in prototype design, algorithm implementation and methodology Review

All Skills need to be CLEARLY VISIBLE within your CV/Application:

-Quantitative Analyst Experience from Banking or Similar Background
-MSC or equivalent qualification ideally in Quantitative subject
-Risk Exposure
-Credit Portfolio modelling
-Understanding of Basel II
-Clear and concise communication skills
-Able to document models.

If you wish to apply for the above position, please call me or email.

Please be advised if you haven't heard from us within 24 hours then unfortunately your application has not been successful on this occasion.

Adecco is an employment consultancy and operates as an equal opportunities employer.

Hy-phen Limited is acting as an Employment Business in relation to this vacancy.

The Adecco Group UK & Ireland is an Equal Opportunities Employer.