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Quantitative Analyst
Eingestellt von Huxley Banking & Financial Services
Gesuchte Skills: Client
Projektbeschreibung
My client, a global investment bank, is urgently seeking a quantitative analyst.
MAIN RESPONSIBILITIES:
- Contribute to methodology and implementation of Incremental Risk Charge (IRC) methodology to extend this to an additional jurisdiction, aiming to this implemented by summer 2015.
- Research and develop methodology and implementation algorithms.
- Prototype development.
- IT specification and coordination for implementation.
RELEVANT EXPERIENCE:
- PhD or Master's degree in a quantitative subject, ideally with a strong curriculum in statistics/
econometrics, quantitative finance or similar.
- Solid understanding of risk modelling in credit risk and/or financial markets in general.
- Work experience in credit risk modelling, ideally in Incremental Risk Charge or credit portfolio methodology.
- Understanding of the Basel II Accord and the background to the IRC requirement.
- Ability to communicate logically and precisely, including writing rigorous and clear model documentation.
IF YOU ARE INTERESTED IN THE ROLE PLEASE SUBMIT YOUR CV AS SOON AS POSSIBLE.
MAIN RESPONSIBILITIES:
- Contribute to methodology and implementation of Incremental Risk Charge (IRC) methodology to extend this to an additional jurisdiction, aiming to this implemented by summer 2015.
- Research and develop methodology and implementation algorithms.
- Prototype development.
- IT specification and coordination for implementation.
RELEVANT EXPERIENCE:
- PhD or Master's degree in a quantitative subject, ideally with a strong curriculum in statistics/
econometrics, quantitative finance or similar.
- Solid understanding of risk modelling in credit risk and/or financial markets in general.
- Work experience in credit risk modelling, ideally in Incremental Risk Charge or credit portfolio methodology.
- Understanding of the Basel II Accord and the background to the IRC requirement.
- Ability to communicate logically and precisely, including writing rigorous and clear model documentation.
IF YOU ARE INTERESTED IN THE ROLE PLEASE SUBMIT YOUR CV AS SOON AS POSSIBLE.
Projektdetails
Geforderte Qualifikationen
-
Kategorie:
IT Entwicklung