Quantitative Analyst Credit Portfolio Risk Management – Stress Testing, Pillar 1 Models, EC Models – Large Bank – London recruitment
The successful candidates will definitely have either experience in implementing stress testing models or EC modelling as well as other related Credit Risk Modelling concepts.The successful applicants will have circa 4-5 years’ experience in Credit Risk as well as come from a quantitative educational background. The ideal candidate will have either SAS, R or S-Plus, as well as VBA. Knowledge of a database system is also needed (Access, SQL or Oracle). If you would be interested in discussing the opportunity in further detail, please get in touch with Sammy, at s.khelil@westbourne-partners.com Read more […]
February 13, 2012
• Tags: EC Models – Large Bank – London recruitment, Pillar 1 Models, Quantitative Analyst Credit Portfolio Risk Management – Stress Testing, Risk Management careers in the UK • Posted in: Financial • Comments Off on Quantitative Analyst Credit Portfolio Risk Management – Stress Testing, Pillar 1 Models, EC Models – Large Bank – London recruitment