A leading Financial Services firm requires the skill of a dynamic individual to join them and thrive within this Quants Specialist role.
The ideal candidate will have experience in predictive analytics and/or providing analytical inputs into financial and risk models. Additionally, you will be adept at programme in R, or SAS, SQL, VBA and Python.
You will utilise your quantitative skills (quantitative and qualitative analysis techniques) to develop and implement models and analytical solutions within the credit and operational risk space. You will be have exposure to and experience with international accounting standards, Basel II capital requirements, credit risk modeling, operational risk scenario and loss data modeling, rating criteria and stress-test modeling, on-going monitoring of rating models, creation of reports and dashboards.
You will meet the following minimum requirements
- Completed Mathematical related Degree (non negotiable)
- 4+ years quantitative analysis or modeling experience
- Competent in SAS, SQL or VBA
- Sound experience in predictive analytics (non negotiable)
- Data mining and analytics / Statistics experience
- Credit Risk or Operational Risk background
- Knowledge Basel II Regulatory credit and operational risk capital models
- Market Risk and Financial Modelling knowledge
- Previous experience in Financial Services, Investments or Banking is ideal
Duration: Permanent and Contract opportunities
To apply or for more elaborate details send us a detailed CV (in MS Word format) via email to firstname.lastname@example.org (QRAC_Q_G)