Client Capital Management Optimisation VP recruitment
This is a developmental role facing off to both the corporate banking and investment/markets businesses, tasked with improving the degree of Risk v Return by challenging methodologies, optimising the use of existing technology/systems and deeper quantitative analysis.
Focused upon loan and derivative valuations, the incumbent will support the optimisation team through technology driven solutions, and preparing portfolio analyses to facilitate a more informed decision-making process.
The ideal candidate will be numerically strong with computational simulation experience, typically qualified to MSc or PhD level in a mathematical subject. Working knowledge of interest rate derivatives and valuation techniques is essential, alongside credit risk (PD/EAD/LGD) modelling and the regulatory Basel II/III framework. From a technological perspective, an ability to develop C#/VB/VBA based in-house applications combined with use of Matlab and SQL for analysing large data sets would also be beneficial.