Quantitative Analyst (Stress Testing) recruitment
But we have a clear goal and we’re making steady progress towards it. We’re working together to become one of the world’s most admired, valuable and stable banks. To do that we need good people. People who are passionate about delivering great service for our customers and working hard for each other. We’re starting an exciting new chapter in our history – it’s a big challenge, but it’s also a great opportunity.
The role of Quantitative Analyst is to support and deliver an enhanced risk management platform through the development and validation of a suite of risk metrics. The Ulster Bank Wholesale Credit Risk Analytics team supports the implementation and use of the RBS Wholesale suite of credit risk models across UB in addition to the development of macro economic Stress Testing models. In this role you will be involved in stress testing model development in addition to credit risk model validation and calibration.
To succeed, you will need to demonstrate:
- A quantitative primary degree (e.g. Maths, Stats, Engineering)
- Advanced software skills (SAS, R, Matlab, VBA, etc)
- High volume data analysis and manipulation skills (SQL)
- Practical knowledge of credit risk models and/or experience of macroeconomic modelling techniques (regression analysis etc)
In return, we offer an excellent employee salary and benefit programme which can be tailored to suit your individual needs. In addition to financial benefits, we offer a wide selection of exclusive lifestyle offers, development and learning programmes, services and support designed to help you manage and balance your own work-life priorities.
For more information or to apply, click here http://www.jobs.rbs.com/uk/job/00058841-quantitative-analyst-stress-testing