Accessibility Links

STATISTICAL MODELLER

  • 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
STATISTICAL MODELLER – INVESTMENT BANK LONDON - £75K +


 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.


Responsibilities
  • 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     
Preferred    
  • 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
 

Similar jobs
Quantitative Model Developer
  • Job type: Permanent
  • Location: New York
  • Salary: $120,000 - $180,000
  • Description A Global Tier One Investment Bank is looking for several Wholesale Credit Risk Model Developers to join their team at the Associate and VP levels...
Data Scientist - High Growth Hedge Fund
  • Job type: Permanent
  • Location: London
  • Salary: £55000 - £95000 per annum
  • Description Data Scientist - High Growth Fund A high growth fund is looking to add a Senior Data Scientist to their rapidly growing group. They are searching...
Senior Quantitative Model Developer
  • Job type: Permanent
  • Location: Connecticut
  • Salary: 120,000 - 150,000
  • Description A fast growing commercial bank located in Connecticut is looking to add a Senior Quantitative Model Developer to its team. This bank has about $30...
Quantitative Research - Ph.D. Level
  • Job type: Permanent
  • Location: Chicago
  • Salary: $125000 - $175000 per annum
  • Description
Retail Risk Modelling | Singapore
  • Job type: Permanent
  • Location: Singapore
  • Salary: Competitive Salary, Attractive Bonuses & Benefits
  • Description