Quant Analyst – Credit Risk – Modelling – Leading Banking Group recruitment

My client, a leading Banking Group has 2 vacancies for Quant Analysts to join their Credit Portflio Management Group to focus on Stress-Testing and Econmoic Capital Modelling.

The team have a high level of interaction with the Portfolio Managers, Finance and support the Origination team.

There has been a resturcutre and the remit of the team has expanded, leading to these vacancies arising.

Successful candidates will have numerate Masters degrees and will have at least 3 years experience of Credit Risk / Stress Testing / Economic Capital modelling with strong VBA skills and either SAS, S plus 4, R, C++ or C#.

Please get in touch for more info.