Financial Services Quantitative Specialist recruitment
(Actuarial, Actuary, Quant, Basel II, Models, Modeller, Modelling, Stress Testing, Market Risk, Credit Risk, Exposure Modelling, Portfolio Modelling, PhD, Counterparty Credit Risk, Fixed Income, FX, Equities, LGD, EAD, PD, Loss Given Default
This role involves liaising with a large variety of different stakeholders and very high levels of exposure (CRO, CFO, CEO etc), so good communication skills and strong gravitas is mandatory.
A strong academic background is mandatory – ideally a Ph.D in a financial/mathematical subject. A Masters from a top university could be considered.
CFA and CQF would also boost a CV.
Exposure to Market Risk and Credit Risk methodologies is beneficial - Stress Testing, Counterparty, LGD (loss given default), EAD (exposure at default) and PD (probability of default) is beneficial.
This opportunity encompasses two bandings. Both require good Modelling experience. There is one for Investment Banks and one for Retail Banks.
Financial services experience is mandatory and Investment Banking experience is a big plus. Prior consulting experience is ideal.
For more Details, please visit our Website – www.hamlynwilliams.com and for further information send any queries to s.warburton@hamlynwilliams.com
Hamlyn Williams is an Executive Recruitment consultancy that specialises in placing Risk, Compliance, Regulatory Information Security professionals globally:- offering Retained, Contingency and Interim/Contract recruitment solutions for the Financial Professional Services.