Quantitative Analyst - Vice President
London, South East, England, United Kingdom
Lorien
inside IR35, with a minimum of 50% travel into the London office a month. The principal requirement of the role is to carry out quantitative analysis of potential counterparty credit risk model changes proposed in the context of regulatory or business requirements. Investigations will normally include model assessment, backed up by statistical tests and impact analyses. Prototype implementation … documentation and presentation of results are integral parts of the task. General understanding of the wider counterparty credit risk modelling framework, in addition to strong Python and writing skills are thus required. Accordingly, the role does require a solid background in counterparty credit risk (preferred). Continuous interaction with other teams in RISK, Risk Systems and Front Office will call for strong communication skills. Working in close partnership with quantitative analysts within SIGMA, analysts with Risk Systems and backtesting team members, as well as other stakeholders in RISK, the successful candidate will be expected to: · Contribute to the delivery of regulatory projects focused around the CCR metrics. This includes gathering and More ❯
Employment Type: Contractor
Rate: Salary negotiable
Posted: