Credit Risk Analytics, Quantitative Analyst, London recruitment
This team has a number of roles for talented individuals with significant knowledge of credit portfolio modelling or knowledge of the advanced mathematical techniques required to build models to assess various aspects of Portfolio Credit and other types of risk.
Working in a team at the cutting edge of CPM you will be expected to build and implement complex credit portfolio models to develop prototypes, explain models internally and externally, and implement solutions for clients.
Requirements:
- Experience in Credit Portfolio Modelling
- PhD or MSc in Quantitative Discipline, preferably Mathematics or Physics
- Working knowledge of C++ implementation
- Proven experience of modelling of complex systems.
- Excellent communication skills
- Experience with complex financial mathematics - PDE's, statistics, Monte Carlo simulations
For more info and to apply please contact trevor.symons@ojassociates.com
0207 310 8650
December 4, 2011
• Tags: Credit Risk Analytics, London recruitment, Quantitative Analyst, Risk Management careers in the UK • Posted in: Financial