Portfolio Analytics Manager

The Portfolio Management group within this top tier UK corporate bank requires an experienced quantitative analyst to help develop the business' analytic capabilities when making strategic credit decisions. This involves development of a suite of tools to understand, optimise and monitor the bank's asset portfolio. More specifically you will drive better understanding of how credit risk modelling impacts economic capital calculations, develop the use stress testing in sectoral reviews, improving the efficiency of pricing and capital allocation. Candidates need expert knowledge in economic capital modelling, encompassing PD, LGD and EAD, with SAS data manipulation being beneficial. Whilst technical skills are required, this is a commercially focussed role therefore the successful candidate needs to demonstrate the necessary business acumen.

December 12, 2013 • Tags:  • Posted in: Financial

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