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Senior Quantitative Analyst

  • Location: London
  • Salary: £550-£650 per day
  • Job type: Contract/Temp
  • Job reference: CB/170744*
  • Sector: Banking, Credit Risk, Interim
Job Description

My client is a global bank, who are looking for a senior Quantitative Analyst to join their London based team on an initial 6 month contract. Paying £550-£650 per day.  

 

Responsibilities:

- Leading quantitative development, validation, monitoring and implementation of the Wholesale AIRB.

- Ensure AIRB wholesale models are fit for purpose after the build.

- Supporting the team with model data quality monitoring, and reporting issues.

 

Requirements:

- Extensive demonstrable experience with Wholesale modelling.

- Strong understanding of AIRB modelling.

- Excellent numerical/quantitative academics.

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