AVP Capital and Risk Appetite Strategy recruitment
Job Details: AVP Capital and Risk Appetite Strategy
Sector: Banking, Portfolio Management
Department: EPD - Credit Portfolio Management
Specialisation: Quantitative/Market based Credit Portfolio Analysis
Reporting to: TBA
Basic Salary: Up to £80K
Bonus Structure: Discretionary/ Competitive
Benefits: Comprehensive
Location: London, City
Our Reference: 918870
Description
Your core responsibilities will include:
- Provide quantitative and market based portfolio analysis strategy
- Evaluate capital/risk appetite relief opportunities
- Quantitative portfolio analysis
- Return on capital calculations for the portfolio
- Guide portfolio management and distribution through portfolio analysis based proposals
- Participate in strategic transactions and production of products that support the bank's business units
Requirements
You will meet the following criteria:
- You will have a Bachelor’s degree and ideally have Master of Financial Engineering or Finance
- You will have experience in Credit Portfolio Management, credit solutions or structuring Fundamental and/or quantitative analysis and financial modelling
- Ideally, you will have:
- Project management experience
- Ability to quantify capital requirements and effect of relief transactions
- Fundamental credit analysis
- C++ Competence in Monte Carlo simulations
- Numerate
- Have knowledge of credit market trading, marketing, analysis or structuring experience
- You will be ambitious, diligent, have an interest in keeping abreast of industry developments
- You will be forward looking, understand and want to help solve front office issues and believe in the value of risk adjusted returns in banking
January 11, 2011
• Tags: AVP Capital and Risk Appetite Strategy recruitment, Risk Management careers in the UK • Posted in: Financial