Quantitative Analyst – Credit Modelling and Economic Capital recruitment
This leading name in the banking sector is currently looking to hire an experienced risk professional for its growing Quantitative Analytics team. The team is responsible for using quantitative tools and techniques in order to provide the bank with an accurate and clear picture of risk exposures across the group. This person will be responsible for Credit modeling across Economic Capital and Funds Transfer Pricing. The role is also likely to include some stress testing work.
Other key responsibilities will include:
- Working within a small team to ensure that quantitative initiatives are developed and embedded across the group risk function.
- Actively participate in the enhancement of credit risk stress testing models and methodologies.
- Working with a range of internal stakeholders including group risk and group treasury.
- Act as a mentor within the group to ensure that industry leading credit risk stress testing models are developed.
In terms of experience, you will have:
- At least two years of experience within the Credit Risk team of a leading financial institution.
- Previous experience with Economic Capital and/or Transfer Pricing models is essential.
- Previous experience within a quantitative team would be highly desirable but is not essential.
- An Msc or Phd in a technical or mathematical subject would be desirable.
- Strong interpersonal skills and the ability to deal with internal stakeholders is also essential.
The successful candidate will gain broad exposure to a range of areas within the business and will have solid opportunities for future career progression.
If you would be interested in discussing this role in more detail, please email your resume to Will Invine – William.invine@hudson.com for a confidential discussion.