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  • Job type: Permanent
  • Location: London
  • Salary: £75000 - £100000 per annum
  • Job reference: CRHS 2507
  • Sector: Banking and Finance, Risk Management, Selby Jennings
  • Date posted: 15/08/2017

 A Global Investment Bank based in London are looking for an individual with a strong statistical background to lead a team of Quant modellers in developing models for capital impairment and stress testing.

  • Key responsibilities include development credit risk models
  • Enhance model management  through automation and development of new approaches
  • Maintain an open dialogue with other modellers
Key Skills
  • Post graduate degree in a quantitative discipline
  • Very strong knowledge of statistics
  • Strong numerical programming ability using languages R and Python; working experience with SQL  
  • Track record of producing high quality written communication including results of research and presentations for technical and non-technical audiences 
  • Experience of developing & applying statistical models     
  • PhD in a highly numerate discipline (Mathematics, Statistics, Physics, Engineering, Econometrics)   
  • Understanding of the quantitative techniques used in developing and validating PD, LGD, and/or EAD models
  • Experience in statistical modelling and model testing

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