Quantitative Analyst, R- Tier 1 Banking - London

Job Title: Quantitative Analyst, R- Tier 1 Banking - London
Contract Type: Contract
Location: London
Salary: £650 - £700 per day
Start Date: ASAP
Reference: BBBH14893_1492788099
Contact Name: Sarah Spooner
Contact Email:
Job Published: April 21, 2017 16:21

Job Description

Quantitative Analyst required to help integrate an array of new data sources to aid in the delivery of complex risk models across the corporate and investment bank for Tier 1 Banking Pillar. This role sits as part of a high profile team exploring an array of quantitative models across asset classes including interest rates, credit, equity, foreign exchange, commodities and counterparty risk. I am looking to speak to Analysts/Developers who have experience within both integration and the credit risk modelling process and

Key Requirements for the role include

  • Expertise in Data Mining to integrate new external data feeds from source systems.
  • Expert knowledge of R and SQL.
  • Process data from new feeds through transformations or mergers of data tables.
  • Knowledge of models including capital, impairment and stress testing.
  • Ability to validate new data sources to ensure data can be utilised in conjunction with the variety of models used by the team; ratio transformations, merging data tables, data processing tests.
  • Knowledge of regulations, IFRS9 highly desirable.
  • Expertise in wholesale PD, LGD and EAD.
  • Educated within a highly Quantitative Discipline.

Technical Skills

  • Expert in R (Preferably) or Python
  • SQL (Teradata, SQL Server)

Please get in touch to find out more about this opportunity or to discuss your career and options in further details.

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