Principal, structured finance quantitative specialist
LondonEuropean Bank for Reconstruction Development
...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 assumptions across asset classes (e.g., SME, corporate, consumer, trade receivables), ensuring alignment with [...]
Category Banking, Insurance, Finance & Accountancy
5 days ago in JobArch