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Quantitative Credit Risk Modeling., London
- UK - City of London - London
- Highly Competitive
- Full-Time Permanent
- Financial Services - Credit
- 16-07-08
Job Description
Tier 1 U.S. investment bank is looking for a Quantitative candidate (preferably PhD level) to join their credit risk modeling team in London. This is a highly quantitative role where you will be involved in modeling PD and LGD models and analyze the credit risk of front office transactions with their counterparties. Candidates must have experience in working on PD/LGD models, and have strong quantitative educational back grounds (mathematics, physics, and economics). Candidates from counterparty credit risk, model validations or quantitative market risk back grounds are best suitable for this role. Please send your CV (in a word doc format) to risk@selbyjennings.com
www.selbyjennings.com
www.selbyjennings.com
- The Team
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