Credit Portfolio Management, Quantitative Analyst, London
This vacancy is no longer advertised
This team has a number of roles for talented individuals with significant knowledge of credit portfolio modelling or knowledge of the advanced mathematical techniques required to build models to assess various aspects of Portfolio Credit and other types of risk.
Working in a team at the cutting edge of CPM you will be expected to build and implement complex credit portfolio models to develop prototypes, explain models internally and externally, and implement solutions for clients.
Experience in Credit Portfolio Modelling
PhD or MSc in Quantitative Discipline, preferably Mathematics or Physics
Working knowledge of C++ implementation
Proven experience of modelling of complex systems.
Excellent communication skills
Experience with complex financial mathematics - PDE's, statistics, Monte Carlo simulations