Quantitative Developers (Credit Risk)

  • Competitive
  • London, England, United Kingdom London England GB
  • Contract, Full time
  • Emagine Consulting
  • 21 May 18 2018-05-21

emagine is looking for Quantitative Developers to join our growing development team and analytics practice. Our European team is now over 1,000 strong and we continue to grow with our existing and new Tier 1 and Tier 2 banking clients. Demand across several programs means that we are expanding the team across London, Paris and New York.

These opportunities will suit consultants who are looking for a new challenge leading significant pieces of work for major financial institutions. 

These are immediate requirements and therefore you will need to be available to start in 1-2 months.


Essential

Quant Developer with extensive Python experience ( R, C++ or Java are desirable);
We are recruiting across Credit Risk modelling and development:

  • Loans and Leveraged Finance (familiarity with CECL is a positive)
  • Mortgage and prepayment risk including transition matrices
  • Non-Mortgage risk including corporate and consumer non-mortgage finance products (auto, cards)

Development of model code and challenger models
Test and write supporting documentation
Investment banking experience and knowledge


emagine is always looking to expand our bench and associate network for future projects.  If you are not currently available for new projects please feel free to update us with your most recent profile and availability and we will keep you informed of suitable projects when you are ready for your next challenge.