Quantitative Analyst recruitment
One of the worlds leading financial institutions has opened up three excellent opportunities as a Quantitative Analyst within their Credit Risk Metrics team on the banking book side. This team is part of the Quantitative Analytics Group which is a global department within the firm that provides quantitative leadership to all departments. As the chosen candidate you will need to have strong focus on implementing credit exposures generated throughMonte Carlosimulations and a great experience programming with C/C++, R, LaTex. You will need good communication skills, great interpersonal skills and an excellent team player.
Role/Responsibilities:
- Responsible for the development of firm wide methodology that deals with credit and counterparty risk.
- You will work within a team of 10 quantitative analysts on research, development and deployment of cutting-edge credit and portfolio loss models.
- These models cover a broad range of methodologies, including implying risk parameters from market variables, distribution fitting, time series analysis, multivariate statistics, and will also include coding in C/C++ and R.
- You are assumed to be comfortable with manipulating large datasets and with calibrating models to underlying data.
- Interaction with all key stakeholders is an important component of the role
Skills
- Excellent academic background up to and including degree level (or equivalent) in either pure/applied/statistical mathematics/quantitative discipline, higher degrees desirable
- Experience of working within credit risk from a quantitative perspective
- Strong programming skills (C/C++, R, LaTex)
- Able to demonstrate a knowledge of and interest in the credit risk field as well as have an understanding of the techniques applied within Credit Risk methodology.
- Technical requirements; Probability, Statistics, Mathematics, Stochastic calculus,Monte Carlosimulation, and Time series analysis
To apply for these Quantitative Analyst positions you must have the experience as outlined above and be a hands-on, organised self starter with strong interpersonal skills and tenacity. You should also posses excellent oral written communication skills along with a thorough approach to analysis.
