Senior Quantitative Risk Methodologist

ICBC Standard Bank Plc in the City of London seeks a talented individual for their Risk Methodologies and Analytics Team. The role involves supporting and developing quantitative frameworks for various risk methodologies, focusing on Market and Counterparty Credit Risk.

The ideal candidate will have experience in MR or CCR modelling, proficiency in programming languages like Python and C++, and knowledge of risk modeling techniques. Join a diverse team that values openness and equal opportunities.

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