Credit Risk Modelling – Senior Quantitative role – SAS – *NEW ROLE* recruitment
The teams are some of the most renowned in Europe for developing Quantitative Modelling skills and have produced World Class Quants that have gone on to run Global teams. The Quantitative Credit Risk Modellers will have 5 years + experience working within either a Portfolio Analytics or Model Validation environment, good understanding of PD, LDG, EAD ideally some model development experience and ideally PhD but good MSc will defintiely be considered. SAS skills are needed. Base II, Basel III regulation knowledge would help.
Communication skills are also key. These are not pure research groups; there will be lots of interaction with the Front office and corresponding Risk Groups. Please contact Dean Looney at MC Partners for more information.