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Quantative Credit Risk Specialist
Eingestellt von Coba IT Consultants Ltd
Gesuchte Skills: Matlab
Projektbeschreibung
Candidate Requirements:
- Quantitative credit risk modelling specialist across a range of take-and-hold products
- Experience with US regulations (CCAR, SR 11-07, SR 12-07) a big plus
- Master's or PhD degree in a quantitative field like Financial Mathematics, Statistics or Econometrics
- Sound practical understanding of financial markets and products
- Prior working experience in a credit risk environment and real estate valuation would be beneficial together with knowledge of regulatory practice
- Ability to apply techniques from numerical analysis, statistics and financial mathematics to solve practical problems
- Experience with large data sets/Big Data
- Cooperativeness and team-orientation, while able to complete tasks independently with a high quality standard
- Experience with high-level programming language, and knowledge of statistical modelling software (eg, SAS, R, MatLab)
- Quantitative credit risk modelling specialist across a range of take-and-hold products
- Experience with US regulations (CCAR, SR 11-07, SR 12-07) a big plus
- Master's or PhD degree in a quantitative field like Financial Mathematics, Statistics or Econometrics
- Sound practical understanding of financial markets and products
- Prior working experience in a credit risk environment and real estate valuation would be beneficial together with knowledge of regulatory practice
- Ability to apply techniques from numerical analysis, statistics and financial mathematics to solve practical problems
- Experience with large data sets/Big Data
- Cooperativeness and team-orientation, while able to complete tasks independently with a high quality standard
- Experience with high-level programming language, and knowledge of statistical modelling software (eg, SAS, R, MatLab)
Projektdetails
Geforderte Qualifikationen
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Kategorie:
IT Entwicklung, Ingenieurwesen/Technik