Quant Analyst – Regulatory (PD, EAD, LGD) Modelling – Investment Bank recruitment
A leading British investment bank is looking for a Quantitative Analyst to work within their Credit Risk Quant function on a large Regulatory Modelling project. The role will involve working within a team of 10 quantitative analysts on research, development and deployment of cutting-edge credit and portfolio loss models. The focus of this role is on the research and development of new Advanced Internal Rating-Based (AIRB) Models to estimate EAD, PD and LGD; previous experience of this area is essential. This is a 6 month rolling contract based in London.Essential requirements:- Strong financial mathematical Read more […]
January 28, 2012
• Tags: EAD, Investment Bank recruitment, LGD) Modelling, Quant Analyst, Regulatory (PD, Risk Management careers in the UK • Posted in: Financial • Comments Off on Quant Analyst – Regulatory (PD, EAD, LGD) Modelling – Investment Bank recruitment