Credit Risk Quantitative Analyst
- Employer
- Selby Jennings
- Location
- London, United Kingdom
- Salary
- Negotiable
- Closing date
- Nov 7, 2019
View more
- Job Function
- Other
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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Key responsibilities:
Position Requirements:
- 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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