Bromley Business Centre, 27 Hastings Road, Bromley, Kent BR2 8NA, UK

Quantitative Model Data Scientist

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