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Credit Risk Quantitative Analyst

Employer
Selby Jennings
Location
London, UK
Salary
Competitive
Closing date
Sep 16, 2019

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Job Role
Risk Manager
Sector
Finance
Contract Type
Permanent
Hours
Full Time
Key

responsibilities:
Conducting thorough testing of model development projects Conducting filing and documentation reviews Maintenance and enhancement of the Credit Risk and Credit models Involvement in other model development projects Model documentation Position Requirements: Masters or Degree in quantitative disciplines required CFA or qualified accountant a positive Some quantitative or financial modelling experience Strong Excel background required, proficient VBA, R or Python/ C++ preferred Previous exposure to credit modelling is preferred

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