ABS Quantitative Analyst recruitment
The role has a very high degree of contact with the portfolio manager and senior management as well as periodic contact with investors.
The role involves (a) analyzing large volumes of historical data to determine the drivers of prepayment, default and loss given default as well as (b) the creation of forecasting models to predict ABS cash flows. The role is expected to drive the analysis and modelling process suggesting ways to improve the current analytics as well as mapping the direction of future analytics development.
Salary range £40k – £65k depending on experience plus healthcare benefits.
Qualifications and Experience Requirements:
- Minimum of Masters level qualification in Mathematics or a similar quantitative subject.
- Strong background in statistics likely to be evident from experience as well as a post-graduate statistical education.
- Strong background in ABS credit preferred.
- Proficient in SAS or equivalent packages.
- Preference for experience with Matlab.
- Preference for proficency in SQL and VBA.
Closing Date for Applications is 23rd December 2011