Senior Quant Modeller
Osmii are looking for Senior Quant modeller to work at an asset management firm based in London. All their clients current models are currently sat in excel, The need is to move onto a new customised platform. The role would to lead the update of very complex logical risk credit models.
· Credit risk quant model expertise ie Credit Risk SME. Not market, not operational but credit risk
· Understand of structured products using credit risk.
· Understand securitisation
· Experience with mortgage modelling, fixed income modelling, exposure modelling, default modelling and loss giving modelling
· How bonds work (assets and mortgages make bonds)
· Be able to build models in python
· Programming knowledge is bonus in developing quant modells. Python or c++ preferred.
This role would be to work with one of the consultancies various asset management clients. Any previous consulting experience would be preferred but not essential.
This would be a permanent position at the Managing Consultant level.
The role is a combination of remote work and 2-3 visits per week on site in London. If of interest, please message Joshua Bayliss.