Connecting...

Data Quant Analyst

Job Title: Data Quant Analyst
Contract Type: Contract
Location: London, England
Industry:
Salary: £600 - £700.00 per day
Reference: BBBH18960_1530544107
Contact Name: Lucyna Szypula
Contact Email: lucyna.szypula@twentyrecruitment.com
Job Published: July 02, 2018 16:08

Job Description

A Tier 1 Bank is looking for a Data Quant Analyst. You will join their Quantitative Analytics team that is responsible for developing and implementing models for risk, regulatory and stress testing.

Responsibilities:

  • Validating and processing data provided to Quantitative Analytics (implementation of data validation code, ratio transformations)
  • Supporting the process of implementation: responding to questions on data transformations and initial questions on results
  • Documenting QA data processing
  • Analysing data and model calculation outputs

Requirements:

  • Excellent knowledge of SQL (SQL Server)
  • R Programming skills
  • Strong quantitative and analytical skills
  • Degree in quant discipline such as engineering or computer science
  • Data handling experience, including scripting to extract and transform the output
  • Extensive knowledge of Credit Risk models

Desirable skills:

  • Expertise in Wholesale PD, LGD and EAD
  • Proficient user of Python
  • Knowledge of IFRS9