Credit Risk Quantitative Analyst – Tier One Investment Bank – London – VP – up to £100k Base plus package recruitment
The candidates should be able to demonstrate excellent background in the field with strong Credit product knowledge. Joining this growing team support this leading franchise candidates will be responsible for developing tools and functionality as well as reviewing existing models.
The client would like candidates educated to PhD or MSc in a relevant subject, have excellent Credit Risk experience, Strong programming skills (C++, SAS, Matlab) and good communication skills. Any exposure to Basel II + would be a benefit.
This role represents an oppotunity to join a leading group with huge potential for career progression and global mobitlity.
We have a number of open mandates within Quantitative Credit Risk both in the UK and US. If this role does not suit your requirement please get in touch to found out about our other opportunities.
Please contact Montash on 0207 749 60 66 OR send your CV to quant@montash.com.
Key Words - Credit, Risk, Quant / Quantitative, Analytic