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Senior Credit Risk quantitative analyst., London
- UK - City of London - London
- Highly Competitive
- Full-Time Permanent
- Financial Services - Credit
- 01-10-08
Job Description
Leading UK bank requires a strong quantitative candidate to work within their quantitative credit risk team. This is a technical role where you will get the chance to work on their most complex transactions and get exposure to their quantitative cutting edge credit risk models.
The role will allow the candidate to successfully design, implement and improve new and existing credit risk models that will be used by the. The role itself is extremely independent and the successful candidate will liaise directly with the Front Office and will work closely with the business.
The ideal candidate will have
· An strong desire to improve credit risk methodologies
· Mathematically inclined with good computer skills
· Experience in any retail bank
· SAS experience
Please apply by sending your CV to risk@selbyjennings.com, www.selbyjennings.com
The role will allow the candidate to successfully design, implement and improve new and existing credit risk models that will be used by the. The role itself is extremely independent and the successful candidate will liaise directly with the Front Office and will work closely with the business.
The ideal candidate will have
· An strong desire to improve credit risk methodologies
· Mathematically inclined with good computer skills
· Experience in any retail bank
· SAS experience
Please apply by sending your CV to risk@selbyjennings.com, www.selbyjennings.com
- The Team
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