Senior Quant Modeller (Contract)
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Location
Frankfurt, Germany
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Sector:
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Job type:
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Contact:
Stuart Grimmond
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Contact email:
s.grimmond@hamlynwilliams.com
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Salary high:
0
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Salary low:
0
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Published:
9 months ago
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Duration:
6 Months
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Expiry date:
2020-06-04
We are working with a consultancy client that is supporting a Major Bank with Quantitaive Modelling resources. As part of this team, we are looking for a Senior Quant Modeller on an interim basis.
Do you have:
- Master's or PhD degree in a quantitative discipline (e.g. Mathematics, Statistics, Econometrics, Financial Engineering, Economics, Finance)
- Good coding skills, preferably in R paired with experience in git
- Experience with Senior Stakeholder Management
- Experience Modelling across risk verticals, i.e, Credit, Market, Liquidity or Treasury
- Solid understanding of different business activities (including Wealth Management/ Retail/ Investment Bank and Asset Management) and product
- Familiarity with accounting standards, Pillar 2 models and ICAAP bank processes is a plus
- Fluent in German and English
This will be a 6 month contract paying a daily rate