Quant Analyst – Credit Risk recruitment

Leading Investment Bank requires multiple Quantitative Analysts for the Credit Risk metrics function with the ability to pick up reigns quickly on model build support and challenge through model validation. Candidates must have experience in Quant Analysis around stochastic calculus, monte carlo simulation, PD model builds and validation, Basel IRB exposure, as well as technical proficiencies around coding in C++. The successful candidate will have responsibility for taking data from model build and validate said models, competency will be tested in interview for knowledge around PD models. The bank is looking to hire a contractor to start as soon as possible, please send your CV ASAP.