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Lead Quantative Analyst

Premium Job From SidTech
Recruiter: SidTech
Listed on: 12th May
Location: London
Type: Contract
Start Date: 2021-05-11 00:00:00

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JOB DESCRIPTION

Client Name:Leading Global Bank

Job Title:Lead Quantitative Analyst

Inside IR35.

Location:UK

Department/Practice:Risk IT

Job Purpose and primary objectives:

Lead modeller for the model migration & modernisation project, reporting to

Key responsibilities (please specify if the position is an individual one or part of a team):

As the lead modeller for the model migration & modernisation project

? Assessing the complexity of models & the size of migration and modernisation needs

? Plan the sequence of migration and modernisation and resource requirements for the same and into the project plan

? Work with the Data Analyst to identify data needs

- Supervisory / Managerial responsibilities (please specify if the position will have persons reporting to it):

Yes - Quant Analysts

- Other responsibilities - Budgets, targets, equipment etc (please specify):

Manage the deliverables as per project plan

Key Skills/Knowledge:

 Experience of developing, validating Credit Risk Models for Banks, especially for Small & Medium Enterprise Customer segments

 Extensive experience in SAS & Python

 Experience of planning & migrating models

 Experience of managing the deliverables & resources and delivering the project to plan

 Experience of dealing with Senior stakeholders

 Excellent communication and documentation skills

 Experience of working in Agile methodology and tools

Experience required:

As covered above

Duration of the Assignment:6 Months