Quant Analyst, Credit Risk Modelling, Canary Wharf

I currently have an exciting opportunity for a Quantitative Analyst experienced in Credit Economy Capital Modelling to join my client, a Tier One Investment bank working on a major project around the redesign of a Credit Portfolio model.

Brief Job Description
You will be joining a growing team whose focus is around the enhancement, redesign and calibration of a Credit Portfolio Model.

All Skills need to be CLEARLY VISIBLE within your CV/Application:
-Experienced in Credit Risk Modelling and ideally within Credit Economic Capital modelling
-Knowledge of Counterparty Credit Risk
-Experience in programming in R, S-Plus, Matlab or equivalent understanding.
-Basel II OR III exposure.
-Masters degree in quantitative subject or equivalent experience
-Experience of working within Financial Services industry
-Excellent problem solving skills and ability to think outside of the box
-Project redevelopment experience would be advantageous.

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, we may however keep your details on file for any suitable future vacancies and contact you accordingly. 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.