Credit Risk Modelling – Director – Tier 1 Bank – London – 150k recruitment
My client, a Tier 1 Bank, has recently merged a global analytics tam covering Corporate SME and Retail to be one of the largest and succesful analytics teams in the City. This is due to huge customer demand and creating an analytics Centre of Excellence with scope to look at a number of areas such as ICAAP/Stress Testing and Basel III from a Credit and Market Risk point of view.
I am working with a Global MD we have hired for before to search for a Director of this team who will be a senior and pivitol part of this team. You will be at or approaching SVP level with strong experience in either Wholesale or Retail Credit Risk PD/LGD and EAD Modelling from a Tier 1 or 2 Bank, Building Society, consulting firm and/or an international regulator and ideally have good experience of Capital Modelling or the FSA. You will be managing a team of 10 to 15 (though if you have managed smaller teams that is fine) with remote management of a number of individuals in the US/Asia as this team has a truly global remit and ideally have strong exposure to SAS. The team works across a number of other groups looking at the quant aspects of Basel II/III Stress Tests, Capital Buffers and Market Risk in this truly holistic group.
This is one of the most senior Credit Risk roles and will have scope for MD progression in a number of areas of risk as well as paths into Investment Banking as well as Asset Management with a great chance to impress CROs and beyond. My client is interviewing now and as we have placed a number of candidates with this client this is an exclusive mandate. I am shortlisting now with a view of interviews this or next week so for a completely confidential discussion please call or send your cv asap.
