Senior Quantitative Analyst (Statistical Modeller) - Wholesale Credit Risk
Senior Statistical Modeller role job in London.
A respected international tier-1 investment banking client are seeking a wholesale credit risk statistical modeller for a job opportunity in London. This established investment bank are growing revenue and increasing market share, with growth driven by reinvestment in banking technology.
This bank has always been at the forefront of technology advancements and development of banking applications, and they currently need a quantitative analyst to join their credit flow team. As the senior statistical modeller you will be responsible for developing new credit risk models, managing the development through to final interval approval and regulatory submission.
In this role you will also be supporting end to end model calculation & non-statistical components of models. You must have a PhD or MSc in a quantitative discipline; Statistics, Mathematics, Engineering, etc. Very strong knowledge of Statistics is required, eg regression analysis, reject inference, Bayesian theory, etc. Knowledge of either R or Matlab will be required to perform this role successfully. Wholesale credit risk experience is highly desired.
To apply for this Statistical Analysis job within banking in London, please apply and the relevant consultant will respond in due course. Please note that while we are grateful for all job applications, only the most suitable will be contacted. Thank you for your interest in Nicoll Curtin.