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Quantitative Credit Research Analyst, UK-London
Quantitative Credit Research Analyst
Company: Badenoch & Clark  
Location:   UK-London  
Remuneration:   £40001-80000  
Position Type:   Permanent  
Employment type:   Full time  
Updated:   12 Nov 2009  
eFC Ref no:   567986  
 
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The primary focus of the role is the improvement, development and validation of the major credit risk tools required for compliance with 'Advanced IRB' standards

A large global Investment Bank has an opportunity for an experienced Quantitative Credit Research Analyst to join it's London operation.

The primary focus of the role is the improvement, development and validation of the major credit risk tools required for compliance with 'Advanced IRB' standards. Your initial remit will be to assist in the development of models for default risk. recovery rate assumptions and exposure at default estimation. In addition to this, you will be expected to represent the business and present to Front office on a weekly basis.

To be considered you must have the following:

1) Strong quantitative background (ideally from an Investment bank)
2) Previous experience in development and validation of models for real estate, default risk (PD), recovery and loss rates (LGD) and exposure at default (EAD) estimation.
3) A PhD or M sc in a relevant quantitative discipline
4) Previous experience with SAS

This is an excellent opportunity to make an impact with an already established business, and to join a company who are focused on developing the right person to reach their full potential.


www.badenochandclark.com - Let's find the career that connects with your life.

Badenoch & Clark is acting as an Employment Agency in relation to this vacancy. Badenoch & Clark is an Equal Opportunity Employer and a registered Disability Symbol User.


A large global Investment Bank has an opportunity for an experienced Quantitative Credit Research Analyst to join it's London operation.

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Company:
Badenoch & Clark
Email:
Stefan.Wiseman.68482.efi@badenochandclark.aplitrak.com
Website:
http://www.badenochandclark.com/jobs/banking
Address:
Millennium Bridge House, 2 Lambeth Hill, London, E
C4V 4BG
Recruiter Ref:
367456-437973

All jobs from Badenoch & Clark
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