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Quantitative Credit Risk Modelling

Robert Walters
London
2 weeks ago
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We are working with highly reputable international organisation , seeking an a quantitative candidate to join its fast-paced Quantitative Finance advisory team, working on projects for major financial institutions.

We are working with highly reputable international organisation , seeking an a quantitative candidate to join its fast-paced Quantitative Finance advisory team, working on projects for major financial institutions.

Role Overview

You will support multidisciplinary teams delivering advanced quantitative risk solutions across credit, market, and counterparty risk. The position offers hands-on exposure to derivative pricing (including XVA and valuation adjustments), model validation, and development of risk analytics libraries. You'll have the opportunity to engage with the review and implementation of accounting and regulatory standards such as FRTB, IFRS9, and CECL, while building expertise in Python, R, or C++.

Key Responsibilities

  • Contribute to quantitative risk management and model validation assignments for diverse banking clients.

  • Assist in pricing and calibration of derivatives and financial instruments.

  • Develop and enhance internal risk models, tools and analytics.

  • Collaborate closely with senior quants and cross-functional teams on technical deliverables and client engagements.

  • Suppor...

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