Quantitative Analyst Modeler
Statistician / Econometrics Modeller
Essential:
Strong Quantitative and statistical skills
Linear Regression
Statistics
Financial Concepts
SQL
Preferred:
C++, Python, Matlab
CCAR Requirements
My top tier investment banking client are seeking highly motivated individuals to join their Market Risk Quant Team.
The role will involve all aspects of the model life cycle from inception through to conducting econometric, statistical analysis from large data sets. Implementation of these models is typically done in C++ as such C++ experience would be hugely beneficial. The successful candidate will be required to safeguard the teams models against challenges from stakeholders, model validators and regulators. The team strongly believes in data-driven modelling as such experience working with large data sets and prototyping in python or similar would be beneficial. In addition regulatory experience around risk would be hugely beneficial with CCAR exposure being of particular interest.
If you would like an opportunity to discuss this role in further details please send a copy of your cv to Dominic.Shipp@hays.com
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