Manager recruitment
Our client, a leading financial services company, currently seeks a Manager, to be based in London
The Manager will be part of the Quantitative Analytics, Credit Portfolio Management team, and will be responsible for:
-Proven experience of both implementing stress testing models in a credit risk management environment, and experience of credit risk modelling accompanied by demonstrable knowledge of related concepts, e.g. PD, LGD, EAD, rating migrations, model cyclicality, econometric modelling
-Operational running, enhancement and governance of credit risk stress testing models used for impairment and regulatory capital forecasting
-Economic Capital and Funds Transfer Pricing
-Provide technical leadership and coaching to more junior members in the team, and work with senior managers within Quantitative Analytics to support and develop wider initiatives across the team
-Scoping, planning, design, development, validation and implementation of credit risk stress testing models used to produce impairment and regulatory capital forecasts for the WI division of the bank
As such, the successful Manager will have the following skills and experience:
-A good degree in a quantitative discipline (maths, statistics, operational research, physics, economics, engineering). A postgraduate qualification (MSc, PhD) would be advantageous.
-Professional qualifications such as CFA, CQF, GARP, PRMIA would be advantageous but not essential.
-Previous experience in banking and/or financial services, ideally with direct experience in the development of credit risk and/or stress testing models; knowledge of econometric modelling would be advantageous.
-Working knowledge of Basel II Accord. Demonstrable knowledge of policies and regulations (BIPRU, etc.) in a credit risk stress testing context.
-Technical expertise of Markov Chains, Monte Carlo simulation, time-series forecasting, credit risk stress testing, impairment and capital forecasting
-Experienced in working with relational databases (e.g. MS-Access, Oracle, SQL Server) and excellent data manipulation and management skills (e.g. SQL).
This is a great opportunity for an experienced Manager with the ability to work well in a team under pressure, meeting deadlines and a high level of detail and accuracy to work for one of the most respected financial services company in the world.
If you have the above qualities, and wish to further your career as a Manager, then please apply today.
Randstad Financial Professional encourage applications from individuals of all ages backgrounds. Appointment will be made on merit alone but candidates must be able to demonstrate their ability to work in the UK. Randstad Financial Professional acts as an employment agency for permanent recruitment an employment business for temporary recruitment as defined by the Conduct of Employment Agencies Employment Business Regulations 2003 