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Hays
,
London, Greater London
Quant Risk Modelling & Analytics
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Salary: £750.00 - £825.00 per day |
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Overview
Risk Modelling Quant Hays are recruiting for a Risk Modelling Quant to join a leading Bank in the City. You will be working as part of the Exposure Risk Measurement team, who are responsible for developing and maintaining credit exposure models. Key responsibilities will include; Deliver an assessment of Monte Carlo errors Assist in building collateral methodology Deliver a cash flow methodology Experience required; University degree (Msc or PhD) in finance, mathematics/statistics, science or in a numerical discipline Quantitative experience, including exposure to derivative pricing models and Monte Carlo simulations preferably across a range of asset classes Analytical skills and the ability to apply techniques from numerical analysis, statistics and financial mathematics to solve practical problems Experience with high-level programming language (C#, Python, C++) and knowledge of statistical modeling software (e.g. Rstudio, SAS, SQL) is desirable Hays Specialist Recruitment Limited acts as an employment agency for permanent recruitment and employment business for the supply of temporary workers. By applying for this job you accept the T&C's, Privacy Policy and Disclaimers which can be found at hays.co.uk This job was originally posted as www.totaljobs.com/job/89867355