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Counterparty Credit Risk (CCR) Quant - EAD / RWA Modelling
Posted 2 days 4 hours ago by Essential Consulting
Contract
Not Specified
Other
London, City, United Kingdom, EC1A2
Job Description
Background and Overview
We are looking to onboard 1-2 Counterparty Credit Risk (CCR) Modellers to join a Risk & Capital Quants Modelling team within Markets at a Tier 1 global bank on a contract basis.
This is a 12 months + engagement (initial contract may be for 6 months) and London-based hybrid, with some/occasional days expected in office, targeting a January start click apply for full job details
Essential Consulting
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