Credit Risk Modelling Quantitative Analysts – Large headcount across PD, EAD, LGD, RWA and EC modelling – UK recruitment

The common factors between the roles are candidates MUST be able to program in SAS, as well as having strong modelling skills – the firm is agnostic to which speciality from PFE, EC, PD, EAD, LGD etc but the ideal candidates will have working knowledge of mortgages, mortgage portfolios and related retail products. While they are happy to see people who model on other products, it is highly preferred to have a good knowledge of the underlying asset(s).

Candidates should come from quantitative educational backgrounds.

If you would be interested in discussing the opportunity in further detail, please get in touch with Sammy, at skhelil@westbourne-partners.com

http://www.linkedin.com/groups?home=gid=4149752trk=anet_ug_hm