Quantitative Analyst, Credit C++ recruitment
Within CPM, the Quantitative Development Research team is responsible for the development of robust model implementations and for performance optimisation.They undertake credit portfolio modelling CPM, risk-return performance assessment, loan fair valuation and hedging analysis, building credit portfolio models.Technical credit risk aspects of their work includes (e.g. loan fair valuation, RAIR, RAROC methodology, Hurdle Rates, etc). They design, build and manage a full range of credit portfolio models as required.Your experience should cover version control, testing and documentation, loan pricing Read more […]
September 15, 2010
• Tags: Credit C++ recruitment, Information Technology careers in the UK, Quantitative Analyst • Posted in: Financial • Comments Off on Quantitative Analyst, Credit C++ recruitment