Credit Risk Quantitative Analyst
- Employer
- Selby Jennings
- Location
- London, UK
- Salary
- Competitive
- Closing date
- Sep 16, 2019
View more
- Job Role
- Risk Manager
- Sector
- Finance
- Contract Type
- Permanent
- Hours
- Full Time
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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
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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