IRC (Incremental Risk Charge) Quantitative Analyst recruitment

Top Investment Bank requires an IRC Quant Analyst  for a minimum 8 month Contract  based in London.You possess excellent modelling exposure of IRC, direct experience of developing and implementing methodologies for IRC with particular focus on default and migration risk as well as comprehensive risk measure (correlation trading portfolio)You have strong Basel 2.5 exposure combined with excellent C++ programming skills. Email CV now to secure an interview.Contact : Ben BaxterTelephone: 0203 283 4096Email: darren@its-city.com Read more […]

February 18, 2012 • Tags: , • Posted in: Financial • Comments Off on IRC (Incremental Risk Charge) Quantitative Analyst recruitment