Principal, structured finance quantitative specialist
LondonEuropean Bank for Reconstruction Development
...correlation structures, expected loss distributions, and tranche structural resilience • Develop and maintain infrastructure primarily in Python, process large datasets, integrating with SQL, Excel/VBA, and open-source libraries • Calibrate models using historical performance data, credit rating and correlation [...]
Category Banking, Insurance, Finance & Accountancy
3 days ago in JobArch