Quantitative Credit Risk Modeller ("Big 4") - Quantribute
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Quantitative Credit Risk Modeller (“Big 4”)

Full Time, Permanent
London, United Kingdom
Posted 1 week ago

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London Calling…..

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.

info@quantribute.com for the best quant jobs

Job Features

Job CategoryConsulting
Base SalaryHighly Competitive Daily Rate
Job Expiry10-31-2019

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