Quant Risk Manager, Credit Risk, Wholesale Banking, 70k base recruitment
Position: Quant Risk Manager, Credit Risk, Wholesale Banking
A managerial vacancy has arisen within the Quantitative Analytics and Credit Portfolio Management team within one of the most well-established banks in the country. This role will entail some of the following responsibilities:
1)Developing and Implementing a suite of credit risk stress testing models
2)Carrying out a quantitative aspects related to portfolio management for the bank
3)Determining the Economic Capital and Funds Transfer pricing initiatives, and
4)Managing credit risk stress testing models
Prior experience working around PD, LGD and EAD models will be useful, and any experience using either SAS or S-Plus within a banking or finance-related domain will also be helpful.
External to the role, should you be keen to apply, you can also look forward to a healthy work-life balance, social team culture, and a significant degree of exposure to the Front Office.
If you are interested to apply, then please do get in touch by either uploading your CV online, or emailing me at s.siew(at)realstaffing.com. 