C++/SQL Credit Risk Engines Developer recruitment
C++ SQL Credit Risk Engines DeveloperC++ SQL Credit Risk Engines Developer required for this top tier bank based in London. The successful candidate will be developing several components such as Back Testing portfolio definition tools, RWA allocation application, changes of the Marginal Models, application to store riskfactor Monte-Carlo simulation paths, wrapper around Quantitative Analytics statistical analysis library for Back Testing, model mapping changes for UTRs and RWA what-if analysis tool. The successful candidate will also analyse the most common Valuation Model exceptions.Skills· Good Read more […]
May 15, 2012
• Tags: C#, Information Technology careers in the UK, SQL Credit Risk Engines Developer recruitment • Posted in: Financial • Comments Off on C++/SQL Credit Risk Engines Developer recruitment