Quantitative Credit Risk Modeller (“Big 4”)
Our client, one of the well known “Big 4” Consulting firms, is seeking experienced Credit Risk Modelling Consultants with a minimum of 2-3 years’ experience in Retail and/or Wholesale Portfolios across all Credit Risk Models.
Of particular interest are candidates with experience of Low Default Portfolios (LDP).
Previous consulting experience from a large firm is desirable but not essential. Moreover, A commercially astute mind is viewed extremely favourably.
The ideal Quantitative Credit Risk Modeller 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 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
If you are a Credit Risk Quant, looking for an interesting contract opportunity, then please get in touch.
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|Base Salary||Highly Competitive Daily Rate|