Manager Portfolio Analytics recruitment
Quantitative Portfolio Manager, London (City)
Quantitative Portfolio Manager required for a top tier investment banking client within their corporate banking division to provide overall leadership for the development of portfolio analytics within corporate banking. A manager is required to lead the development of an analytical framework to identify and reduce the volatility and risk on the portfolio.
The successful candidate will possess excellent analytic skills, expert knowledge of PD, LGD and EAD in regards to Economic Capital models and methodologies, and exceptional written and verbal communication skills. The candidate must possess a minimum Masters level degree or equivalent in a quantitative or finance subject along with knowledge of corporate and mid-market banking business.
Key attributes: Economic Capital models and methodologies, PD, LGD, EAD, stress testing, analytic skills, Masters Degree.