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Quantitative Developer - Modeling - CCAR - Investment Banking - New Yo
Eingestellt von Palm Mason
Gesuchte Skills: Sql
Projektbeschreibung
This will be a Quantitative Analyst/Developer role, focused around developing CCAR/DFAST stress loss models on a 12 month C2C basis. This will be as part of a large scale CCAR programme designed to link up the data feeds into the stress testing models.
Main responsibilities include:
- Build international primary and benchmark CCAR stress loss models.
- Deliver comprehensive model documentation.
- Development of 9Q Balance Sheet Models - PPNR, RWA.
Key Skills Required:
- Advanced Degree (Masters or PhD) in a highly technical quantitative discipline.
-Experience in performing quantitative analysis, statistical modelling, loss forecasting and econometric modelling of consumer credit risk stress losses (eg, CCAR/DFAST).
-Technical Skills in - C++/C#, Excel, SQL preferred.
This is an exciting contract opportunity working with a top tier Investment Bank in New York city centre. If you feel you meet the requirements, please send in your Resume for review.
QUANTITATIVE DEVELOPER - MODELING - CCAR - INVESTMENT BANKING - NEW YORK
Projektdetails
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Einsatzort:
New York, Vereinigte Staaten
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Projektbeginn:
asap
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Projektdauer:
12 months
- Vertragsart:
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Berufserfahrung:
Keine Angabe
Geforderte Qualifikationen
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Kategorie:
IT Entwicklung