Quantitative Credit Risk Modeller – Consultants
Our client, a “Big 4” Consulting firm is seeking experienced Quantitative Credit Risk Modellers to join their established practice based in Frankfurt.
Applicants must have a minimum of 3 years+ working experience in Credit Risk Modelling or Validation and have solid programming skills in either SAS, and Python or R or Matlab. Previous Consulting experience is desirable but not essential. Applicants must be able to travel freely and extensively throughout Europe hence only EU nationals can be considered.
You will have:-
- a Master’s or PhD in a quantitative discipline (e.g. Mathematics, Statistics, Econometrics, Financial Engineering, Physics)
- sound knowledge of statistical and econometric methods and their application
- excellent coding skills, preferably in SAS and either Python or R
- prior work experience in risk model development or validation
- exceptional problem-solving skills and strong attention to detail
- outstanding communication skills with colleagues at all levels of the organization
Excellent career prospects.
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|Base Salary||€Up to 950pd|