| Credit Risk Quant |
| Location |
APAC, Europe and North America |
| Start date |
ASAP |
| Position type |
Perm |
| Duration |
Perm |
| Remuneration |
Ask for details |
| Job Ref |
RISKQUANT |
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| Excellent opportunity for an experience quantitative credit risk professional who provide quantitative support to my cleitns internal development and external advisory efforts. |
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Excellent opportunity for an experience quantitative credit risk professional who provide quantitative support to our internal development and external advisory efforts. You will develop fundamental credit models as part of the ongoing development efforts, across single obligor credit rating, default prediction and loss given default models.
My client focuses on the development of risk and finance-related products and services, bringing to market a wide range of data, analytical tools and related services. These offerings span commercially available ratings models (rating replication tools for Banks and Corporate, Implied PD models based on Equity or CDS); CDS pricing services; financial data for banks; CDO valuation and analytics; Structured Product valuation services; and Structured Finance workflow solutions.
You will to offer a wider spectrum of Risk Advisory and Analytics, covering models for Basel II, Economic Capital, Structured Finance, and Credit Derivatives, along with many other related areas of risk analysis. The combination of Advisory services, the quantitative expertise of enterprise risk management (Credit Risk and Basel II PD LGD) capabilities which offer unique proposition in risk management.
Please send details to ssherman@recruitassociates.com or call +44 (0) 1376 505 462 direct |
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| Recruit Associates Worldwide Ltd. |
| UK +44 (0)870 1118089 |
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US +1 212 763 5575 |
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EU +44 (0)870 1117800 |
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