Wholesale Credit Risk Statistical Modeller (R) - Quants (VP)
- Recruiter
- Charles Levick Limited
- Location
- London
- Salary
- GBPexec+bens
- Posted
- 10 Oct 2016
- Closes
- 19 Oct 2016
- Sectors
- Banking & Financial Services
- Contract Type
- Permanent
- Hours
- Full Time
Tier 1 Investment Bank looking for a Statistical Modeller (Quantitative Developer) with expertise in R. C++/Python also useful coupled with a Masters or PhD in Statistics or Mathematics to deal with the statistics/probability element.
About QA
The Quantitative Analytics group is responsible for the research..... click apply for full job details
About QA
The Quantitative Analytics group is responsible for the research..... click apply for full job details