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Calling all Credit Risk Modellers

If you are considering a new challenge in early 2020 then start planning NOW! There are some great roles out there and with the continuing regulatory changes, the New Definition of Default and IRB deadlines, an unprecedented demand has arisen for experienced Credit Risk Modellers. We...

Sponsorhip of Quants in the UK?

As highlighted in one of our earlier articles Hiring Quants, currently we are in a very candidate driven market with specialist in-demand skills in very short supply and the current climate dictates that this will not be changing any time soon. With the demand for...

Hiring Quants

Hiring super smart quantitative candidates, in a climate where there is a very real ‘war for talent’, needs a well thought out and considered plan – perhaps even more so than in other disciplines. People who see the world via extreme logic and reason need...

Quantracting in Europe

Quantribute specialise in the Quantitative Credit Risk and Data Analytics arena and offers access to the best Credit Risk quant jobs. We are in regular contact with real decision makers within our client base. This provides us with a unique insight of the hiring landscape...

Credit Risk Modelling – SAS, Python or R?

Technology is continually evolving. It is futile to ever expect anything to stay the same for too long where tech is concerned. Some ecosystems evolve fast, some move at a more mundane pace.  For a very long time, SAS has been the language of choice...