Principal, structured finance quantitative specialist
LondonEuropean Bank for Reconstruction Development
...bank, asset manager, rating agency, or consultancy. • Proficient in Python, MATLAB, and/or C++, with experience building, validating, and maintaining large-scale asset and risk models • Expert knowledge of Monte Carlo simulation, credit curve construction, portfolio loss modelling, stress testing, default [...]
Category Banking, Insurance, Finance & Accountancy
3 days ago in JobArch