Credit Portfolio Quant

Full Job Description

- Research and develop credit portfolio models.
- Implement models in C++ in the Quant library.
- Write and maintain adequate level of documentation.
- Assist in reviewing and testing code produced within the team.
- Conduct ad hoc portfolio analysis as and when required to support decision making within portfolio management.
- Engage with the business to identify requirements and explain the results of the models.

Technical Skills-Competencies:
Skills required to undertake the role:

- Master`s or PhD degree in a quantitative field: mathematics, physics, engineering or quantitative finance.
- Good C++ programming skills.
- Good communication skills (both written and oral): Ability to communicate technical work in an efficient and articulate manner to a non-technical audience.
- Previous experience of credit modelling or risk capital modelling would be advantageous

A leading corporate bank

40-45K Basic and generous benefits

Where specific UK qualifications are required we will take into account overseas equivalents.

Please quote Michael Page reference when applying Job ref:MPGX13257924

Michael Page International is a world leading recruitment consultancy.

September 13, 2012 • Posted in: General

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