Quantitative Credit Portfolio Manager/Analyst – London recruitment
We are looking for people who actively manage a credit portfolio. This with involve defining the divisions risk appetite, developing methodologies to design a target portfolio and drive portfolio strategy, building tools to drive efficient pricing and capital allocation, develop stress testing and scenario models and adhoc analysis of portfolio risk and performance.
The right Credit Portfolio Analyst will have excellent Quantitative skills, a Masters or PhD from a recognised University, prior experience developing and implementing analytical risk management tools, experience handling and interpreting complex data. Good knowledge of PG LDG EL etc models. Knowledge of Quantitative approaches to trading Credit (Derivatives pricing, portfolio evaluation, CDO tranche evaluation) and knowledge of corporate and mid-market banking business.
This is a growing and important part of the business and has potential for people wanting to become a Senior Portfolio Manager of the future. Please contact Dean Looney at MC partners for more information.