Credit Portfolio Management- Leading Investment Bank recruitment
A leading investment bank is seeking candidates with a background in credit risk modelling and strong quantitative and analytical skills to join their team as a Senior Manager
Responsibilities of the sucessful candidate will include:
- Developing, implementing and maintaining a suite of credit risk stress testing models across the Wholesale International division of the bank.
- Timely delivery of ongoing stress testing activities
- Managing and coaching other team members and ensuring the timely delivery of assigments.
- Proving technical leadership and coaching to more junior member of the team and working with senior managers to support and develop wider initiatives across the team.
Essential skills and experience:
- Proven experience of both implementing stress testing models and experience of credit risk modelling. Demonstrable knowledge of related concepts e.g. PD, LDG, EAD, rating migrations, econometric modelling is also desirable.
- Ability is use of statistical packages: SAS. Advanced VBA skills.
- Advanced knowledge of modern risk management techniques.
For more information about this and similar vacancies, please contact Eleanor Chambre on 0207 246 3532 or email me at: eleanor.chambre@hanoversearch.com