Credit Portfolio Mgmt recruitment
An exciting new opportunity has arisen for a high calibre individual with a strong quant background and superior academics, ideally to include a Masters in Financial Engineering sought by this leading global investment bank.
The core responsibility will be to provide quantitative and market based portfolio strategy, evaluate capital/risk appetite relief opportunities and return on capital calculations for the portfolio. The successful candidate will also participate in strategic transactions and development of products to support the Bank's various business units.
Previous experience of Credit portfolio Management, Structuring or Pricing is essential, together with strong financial modelling and quantitative analysis skills. A high level of numeracy and technical skills to include Visual Basic, and C++ and experience of Monte Carlo simulations will be complemented by a high degree of business acumen and a commercial approach.