Quantitative Credit Risk
Role Details:
- The jobholder needs to demonstrate an expertise in highly technical areas (e.g. statistical analysis) as well as deep understanding of credit business and credit products.
- The jobholder will also need to understand stress testing approaches for different applications and how stress testing can be implemented in a global firm in a meaningful, consistent way, for banking book credit risk, trading book credit risk, and market risk.
- Extensive co-ordination with regional risk functions, and understanding of the interaction of local and group requirements is required.
- The jobholder is required to work in an environment of significant ambiguity with autonomy, dealing with major issues for which there is no clear solution whilst still being able to provide judgement and clear direction.
- The jobholder is expected to demonstrate a high level of technical and managerial expertise.
- The jobholder will be responsible for managing a small team.
Knowledge Experience / Qualifications
- University degree and / or Ph.D. in a quantitative field (or equivalent)
- Good understanding of statistics and familiarity with sophisticated tools for numerical analysis
- Strong knowledge of wholesale credit business and wholesale credit products
- Strong knowledge of stress testing methods for different purposes
- Relevant working experience in a bank, rating agency, consultancy or advisory firm
- Strong knowledge of wholesale credit business and wholesale credit products
- Knowledge of PD, LGD and EAD modelling
- Ability to lead, manage and successfully deliver within the agreed time scale, in liaison with all relevant stakeholders: model owners, credit, business, IT, senior management and regulators.
- Open personality with effective communication skills
- Manages self and others to deliver own work within timelines
- Work with colleagues and key stakeholders in an international team
- Organisation, and clear delivery, of presentations, trainings, workshops
If you feel you have the relevant skill set for the above job please apply using the "apply now" function on the E-Financial careers website, or alternatively please send your CV direct to me on dsakthithasan@morganmckinley.co.uk if you have any questions regarding the role please don't hesitate to contact me via email or 02070920064
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