IRC (Incremental Risk Charge) Quantitative Analyst recruitment
Top Investment Bank requires an IRC Quant Analyst for a minimum 8 month Contract based in London.
You possess excellent modelling exposure of IRC, direct experience of developing and implementing methodologies for IRC with particular focus on default and migration risk as well as comprehensive risk measure (correlation trading portfolio)
You have strong Basel 2.5 exposure combined with excellent C++ programming skills. Email CV now to secure an interview.
Contact : Ben Baxter
Telephone: 0203 283 4096
Email: darren@its-city.com
February 18, 2012
• Tags: IRC (Incremental Risk Charge) Quantitative Analyst recruitment, Quantitative Analytics careers in the UK • Posted in: Financial