Miejsce pracy: Anglia, East Lothian and Midlothian
Rodzaj umowy o pracę: na pełny etat

Wymagane wykształcenie: żadne specyficzne
Oferowana płaca: Nie podano
Liczba miejsc: 1

ZAKRES PRACY:

Purpose:. Support transition of the Banks Economic Capital modelling capabilities from Amsterdam to London/Edinburgh. The model covers credit risk and operational risk across all our businesses and product lines. Responsibilities:. - Maintaining and improving existing model, explain and rationalising outcomes of the model. - Your responsibility will include hand over and validation of existing models, documentation, rationalisation of model code and developing new models where required. Pre-requisites:. - Postgraduate qualification in a strongly quantitative discipline. - Good programming knowledge taking in C++ and MATLAB, with further understanding and experience of SAS or SQL also welcome. - Experience in a quantitative risk modelling role. - Strong communication skills working at different levels, whether creating clear written documentation to accompany your models, or framing complex analyses. - A natural problem solver who is accustomed to working alone. - Stakeholder management. - Have a banking or FS background.

Czas pracy:

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Wymagania




source: https://www.ec.europa.eu/eures

  
     


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