Director – Credit Portfolio Risk Quant
My client is a leading global investment bank. They are looking to hire a Director level quantitative risk professional from a markets background to head up Counterparty Credit Portfolio Risk Management in EMEA.
The successful applicant will manage a group of analysts that are responsible for supporting data bases or performing complex analysis and modeling that maximises profits and asset growth and minimises credit and operating losses and other risk exposures. Their team would provide data or analytical support on various product strategies to ensure company goals are met. Coordinates the production of data for regulatory needs or performance reports for Senior mat. Manages the review and regulatory submission requirements or analysis of trends in current population distributions and recommends strategies. Directs the development of more complex databases or program models to extract data and use databases to provide statistical and financial modeling. Oversees the analysis of data delivery, portfolio trends, concerning credit score cutoffs, loss trends, portfolio dynamics, and bureau scoring criteria. Integrates the analysis team with other corporate units to insure alignment of analysis with business data, strategies and objectives. Responsible for hiring and training Risk Analysis Senior Specialist.
Requirements
- 7+ Years Experience
- MS in finance, mathematics or similar
- Advanced understanding of credit risk and traded products
- Currently working for an investment bank or independent trading house
- Previous experience in related role
- Strong analytical mindset with accuracy to detail in work and ability to work with minimal supervision
- Exhibits flexibility with priorities, responsibilities and changing environments.
- Demonstrates commitment to excellence by anticipating needs, mitigating risksand minimising potential problems
- Good team player with positive “can-do” attitude
- Excellent written and oral communication skills at all levels
If you are interested in this position and meet the criteria please get in touch.
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