Quantitative Model Data Scientist
2 days ago
Job Role Quantitative / Date Modeling Consultant
Location Remote from anywhere in Europe and 1 week in every two months on site in Monaco
Type of Hiring Initial 9 to 12 Month Contract
Must Speak English and French is an advantage
Job Description:
- 10 years experience
- Experience in internal model implementations (IRB, VaR/sVaR/CCR) in banking environments
- Quantitative analyst on trading desks (1st line of defence) or risk control functions (2nd line of defence)
- Market /Credit risk analyst
- Experience in BCE internal model inspections e.g. Target Review of Internal Models
- C++, C#, SaS ,R
- Numerical analysis, time series analysis, probablity theory, data science
- Ability to explain complex concepts to layman
- Documentation skills
- Meeting skills eg holding meetings with stakeholders and coordination
- Ability to integrate a whole project team and flexibility
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