Credit Quant -

Recruiter
ITS-City Ltd
Location
London
Salary
Competitive
Posted
08 Aug 2017
Expires
15 Aug 2017
Contract Type
Permanent

Joining this advanced London based Counterparty Credit Risk CCR Quantitative Team, you will be responsible for developing CDO Models Collateral Debt Obligation Model in C++, VBA and or Python. You possess key modelling skills, working on Correlation Projects, Securitisation Tasks. You will also build, develop and maintain the IRC Model, working on FRTB DRC Default Risk Charge Model

You possess excellent communication skills, be able to work under pressure, meet deadlines and effectively liase with several stakeholders for eg. Front Office Quants, Traders IT Model Validation & Risk Teams.

Academically you possess a Master Degree in a Quantitative Discipline at a Top University, with ideally between 3 - 6 years commercial experience with derivative pricing knowledge and or Portfolio Analytics expertise