Counterparty Credit Risk (CCR) Quant - EAD / RWA Modelling
Job Description
Background and Overview
We are looking to onboard 1-2 Counterparty Credit Risk (CCR) Modellers to join a Risk and 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.
This is a front-line (1st lin...