Senior Quantitative Risk Modeller – Investment Bank – London recruitment
As part of this team, you gain massive exposure to the Vanilla and Exotics business as well as Build and Validate models for Market and Credit Risk.You must have broad exposure to modelling fromt either Market and/or Credit Risk background, achieved from either a Investment Bank, Software House or Ratings Agency.A strong numerical educational background, as well ability to code using C++/VBA is essential.We are screening for this position now, so please send your CV immediately for consideration, or if you wish, we can have a confidential conversation on the details below.Simon – 0203 283 4095Email: Read more […]