Quant Analyst recruitment

Top Tier Investment Bank is looking for a highly skilled candidate to join their Credit Risk Metrics team. The team provides models that cover a broad range of methodologies including, regulatory capital calculations, implying risk parameters from market variables, distribution fitting, time series analysis and multivariate statistics. The candidates’ role will be to write code and documentation as part of model validation and model analysis

Skills / Knowledge required:

• Quant

• R / S-Plus / S+

• Statistics

• Data

• Masters or better