Quantitative Credit Analyst - Incremental Risk Charge (IRC)

Quantitative credit analyst - Incremental Risk Charge (IRC), 6months Canary Wharf

Tier One Investment Bank requires a Quantitative Analyst with experience in Incremental Risk Charge, Algorithmic implementation and Risk Modelling to join their team in Canary Wharf Initially on a 6 month Contract

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