Careers Register together with a leading Financial Institution is interested in speaking to potential candidates for a Quantitative Analyst Role. You will join the Decision Analytics Team and will be responsible for the development, validation, development and monitoring of models and model strategies.

The Credit Risk Modelling role will involve manipulating and analysis of large volumes of data to highlight key outcomes, applying existing methodologies and complex problem techniques to rating methodologies. Supporting development and validation of credit structures and policies.

You will have:

· 4 years experience and a Masters or PhD in a numeric discipline

· Experience of managing a team

· Extensive knowledge of PD, LGD and EAG methodologies in a Basel II context

· Project management experience

· Extensive knowledge of statistical modelling techniques

· Experience of regression, prediction and forecasting

· SAS/ SQL preferable

If this opportunity is of interest to you please contact Zara Mulholland on 015005991 or zara.mulholland@careers-register.com