4 x Jr/Grad Quantitative Credit Risk Modelling Analysts
My client is looking for a number of graduates to join a successful growing team. The successful candidates will use statistical techniques to develop industry leading Credit Risk models analytical solutions.
The successful candidates will apply statistical modelling techniques to provide analytical solutions and develop and validate robust models to influence senior decision making in the wider firm.
The ideal candidates will come from a numerate degree background and possess a BSc/MSc in Maths/Economics/Stats/Operational Research. As well as having strong academic profiles the successful candidates will also possess strong interpersonal, communication and presentation skills.
Internships in finance are preferred as well as some practical experience in the use of statistical packages and/or programming languages applied to large datasets e.g. SAS, SPSS, R, Matlab, C, C++,JAVA, EViews).
If you're looking for the opportunity to start your career in renown financial company, whilst applying your academic knowledge into the commercial arena - this is a brilliant opportunity for you to do so.
If you have a natural ability with numbers and a high level of creativity, drive, innovation and initiative then this could very well be a well matched opportunity.
My client is looking to promote from within so promotion to senior analyst is a realistic prospect after 12-18 months.
If you would be interested in discussing this further, please send a CV and a paragraph detailing your suitability to Sammy @ skhelil@westbourne-partners.com
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