Manager, Credit Risk Modelling
Quantitative Credit Risk Manager
Major global financial institution is looking to add experienced credit risk modelling specialists to its group Asset Liability team with the primary goal of managing financial risk in line with group appetite. As an expert, the incumbent will be responsible for credit risk economic capital calibration, developing credit portfolio model methodology, back-testing and model validation. With a career history in either banking or consulting combined with an MSc or PhD in a quantitative discipline, candidates need to demonstrate strong econometrics and statistical modelling skills and working knowledge of economic capital. IBM Algo experience whilst desirable, isn't essential. This is a great opportunity to take your quantitative skill set and apply it in a new and refreshing environment.
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