- Joined
- 9/26/14
- Messages
- 3
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- 11
Hi guys
I have interviews for quant positions in wholesale credit risk.
The work is on PD, LGD, EAD modelling, stress testing, logistic regression etc.
Most of the programming is in SAS.
How is the work in general and future prospects?
It doesn't seem like a traditional credit quant role, no C++ required, that practically rules out any future front office quant positions.
Thanks,
James
I have interviews for quant positions in wholesale credit risk.
The work is on PD, LGD, EAD modelling, stress testing, logistic regression etc.
Most of the programming is in SAS.
How is the work in general and future prospects?
It doesn't seem like a traditional credit quant role, no C++ required, that practically rules out any future front office quant positions.
Thanks,
James