Credit Risk Quantitative Advisory Consultants
Our client, a “Big 4” Consulting firm is seeking experienced Credit Risk Quants 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 is either SAS, Python, R, Matlab etc. 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. Excellent career prospects.