Quantitative Specialist recruitment
Quant Specialist with Credit Risk and Modelling experience is required by leading global Investment Bank (Basel II, Models, Modeller, Modelling, Stress Testing, Credit Risk, Exposure Modelling, Portfolio Modelling, PhD, Counterparty Credit Risk, Fixed Income, FX, Equities, LGD, EAD, PD, Loss Given Default)
This role involves liaising with traders and developing models on a daily basis. You will have the opportunity to gain and improve exposure to Exposure Modelling and Portfolio Modelling.
This opportunity has high levels of exposure.
Exposure to Basel II, Stress Testing, Counterparty Credit Risk, LGD (loss given default), EAD (exposure at default) and PD (probability of default) is beneficial.
This opportunity encompasses a Senior Quant opportunity and a Team Leader opportunity. Both require good Modelling experience. Good Credit Risk experience is a big plus.
Financial services experience is mandatory and Investment Banking experience is a big plus.
For more Details, please visit our Website – www.hamlynwilliams.com and for further information send any queries to s.warburton@hamlynwilliams.com
Hamlyn Williams is an Executive Recruitment consultancy that specialises in placing Risk, Compliance, Regulatory Information Security professionals globally:- offering Retained, Contingency and Interim/Contract recruitment solutions for the Financial Professional Services.