Manager – Quant Analytics & Credit portfolio management, Banking recruitment
I have been approached to assist with an executive search for a very senior position at a bank. My client is looking for someone to manage the Quantitative Analytics/Credit Portfolio Management team for the entire bank, inclusive of the Investment Banking, Wholesale and Retail banking arms.
Responsibilities will include developing, implementing and maintaining a suite of credit risk stress testing models across the Wholesale International divisions, as well as coaching those less experienced in the team. As a manager, they would expect for you to be up to date with all the Basel II and Basel II news/rules/regulations and what the implications of these are for the banks.
As such, I am looking for someone with proven experience of implementing stress testing models in a credit risk management environment, and actual hands on experience of credit risk modelling. You will need to be able to discuss and explain related concepts such as PD, LGD, EAD, econometrics modelling and rating migrations.
If you are interested, or equally as important if you know of anyone who would be suitable for this role, then please do get in touch. 