Global International Bank – Wholesale Credit Risk Quant Manager (IRB)
Top Global Investment Bank Seeking Wholesale Credit Risk Quant Manager (IRB)
Location : London
Salary : £80-90k (plus cash benefits and bonus)
This Global banking group is seeking a highly experience quant with a strong background in credit risk modelling with a focus on IRB models (PD, LGD, EAD).
You will be working in the team that is charge of the model standards globally, and what is create in the head office in London will rolled out to all regional offices.
The Role
● Developing and maintain models and methodologies for wholesale credit risk measurement.
● Review and improve the existing models and methodologies,
● Help improve the systems and data infrastructure supporting the deployment of the models
● Coordinate projects aimed at aligning methodologies, governance and policies around the Group globally
● You will be continuously liaising with the credit function in both wholesale credit and Market risk as well as IT and regulatory bodies
Ideal Candidate
● University degree and - or Ph.D. in a quantitative field
● Good understanding of statistics and familiarity with sophisticated tools for numerical analysis
● Strong knowledge and experience with Basel 2 framework and IRB Modelling
● Good understanding of market risk and traded credit risk
● Ability to organise presentations, trainings, workshops and to drive negotiations with senior management
● Open personality and effective communication skills, ability and flexibility to work in an international team
● Ability to write clear and understandable documents
● Ability to lead, manage and successfully deliver projects within the agreed time scale, in liaison with all relevant stakeholders: model owners, credit, business, IT, senior management and regulators.
If you are looking to work in Major Investment Bank in their Central Risk Modelling Group with a salary of up to £90,000 apply now
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