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Risk Systems Manager (h/f) recruitment
Votre mission :L’accord de Bâle II sur les fonds propres encourage les banques à utiliser des mesures de risque internes pour le calcul des fonds propres réglementaires. Pour le pilier I, BIL applique l’approche avancée fondée sur les ratings internes, définissant en interne les paramètres de risque de crédit comme les suivants: Probability of Default, Loss Given Default et Credit Conversion Factor. Pour le Pilier II, BIL apprécie économiquement l’ensemble des risques encourus et met en place des approches quantitatives en conséquence. Au sein de la direction des Risques de BIL, Read more […]
Credit Risk Model Review recruitment
You would join a team that is responsible for the independent review of the Group’s wholesale credit models and methodologies that are used to derive credit grades and the key risk parameters PD (Probability of Default), LGD (Loss Given Default) and EAD (Exposure at Default) which are used to determine the Group’s regulatory capital requirement and calculate the Risk Adjusted Return on Capital (and RAROE). The team supports risk management throughout the Group.Core responsibilities:to undertake in-depth assessments of models used by the Group (or proposed for use);to ensure that the Group’s wholesale Read more […]
Equity Factor Modeler
The ALPHA Quantitative Researcher role is responsible for research and development of ALPHA: Bloomberg’s Investment Portfolio Analytics Risk product. General responsibilities include: conducting value-added research in the areas of risk model development, portfolio management, portfolio optimization, risk hedging/mitigation, performance attribution etc; This role plays a vital part in building out a cutting-edge, world-class portfolio analytics and risk platform on Bloomberg. The system includes portfolio optimization, factor modeling, asset allocation, trade execution, index replication, hedging Read more […]
Senior Consultant
The Accounting, Valuation, Analytics (“AVA”) service area is comprised of professionals with skills related to the understanding and application of technical accounting standards, financial reporting, valuation techniques and methodologies for derivatives, financial instruments, and other investment products, forward price curve development methodologies, quantitative risk assessment and forecasting models, structured finance transactions, cash flow modeling, data integrity, data modeling, statistical sampling, capital markets transaction support and due diligence. In addition, with experience Read more […]
Manager, Finance Job in Bellevue 98004, Washington Us
!*!T-Mobile USA provides voice, messaging and high-speed mobile broadband services which enable our 30 million customers to effortlessly connect to those who matter most to them.Our Customer Planning Analysis team is currently growing its team and has an exciting opportunity for a motivated and experienced Manager, Churn Analytics looking for a new challenge.Their focus will be forecasting customer churn and loyalty by providing provocative analysis and insights into our customer trends and why customers leave T-Mobile. The Manager of Churn Analytics will accomplish this by building and leveraging Read more […]
Senior Software Engineer (1year contract) recruitment
Moody’s Analytics is the world’s leading provider of quantitative credit analysis tools to lenders, investors, and corporations. We help clients enhance the economic returns in their businesses. We create products and services based upon a sophisticated application of modern financial theory and statistical analysis. These tools transform vast amounts of financial data and knowledge into applied insight to manage credit. Specifically, our clients use our portfolio and valuation framework in their organizations for Economic Capital requirements, Risk Management and monitoring and reporting functions.ResponsibilitiesThis Read more […]
Urgent – Portfolio Analyst recruitment
Large Connecticut financial institution is in urgent need of a Portfolio Risk Analyst. This group is becoming more instrumental to the firms business and therefore is growing. This opportunity will allow the right candidate to progress into many different roles in the future. Role:-Work as part of the Portfolio Risk Analytics Team in the development, testing, and regular running of key portfolio models including: Economic Capital, Stress Testing models for both commercial and consumer exposure.-Compile and disseminate model output and output reports.-Interacting with all of the firms business Read more […]
Investment Strategies Consultant 3 – National Accounts
Investment Strategies Consultant 3 – National Accounts – Investment Sales ConsultantWithin the Funds Management Group (FMG) we pride ourselves on working closely with clients to build relationships and help develop solutions to meet their investment goals. The successful candidate will work closely with multiple constituencies as a key resource for Wells Fargo. The candidate will be results-oriented and have a combination of strong analytics, relationship skills, and the ability to identify and leverage information to position our Open End Mutual Funds, Separately Managed Accounts, Institutional Read more […]
Specialist Market Risk Analyst AVP/VP – Executive Analysis Team –Successful Tier 1 European Bank – London recruitment
The team work alongside IT, Front Office, Regulatory Risk and other risk groups in an almost clockwork like fashion to deliver a bespoke strategic output.Key Responsibilities • Analysis of significant risk, PnL and capital moves • Report on these changes and provide a valuable commentary on positional moves • Understanding products and strategies and measures including VaR and stress testing • Build strong relationships with other risk groups and senior management • Maintaining the strong level accuracy and completeness of weekly/monthly risk reports Ideal Skills • Degree Read more […]
Credit Risk – Senior Manager 80k – South West
My client, a Tier 1 FS Institution is going through huge growth and has one of the largest portfolios if Business Banking and Retail in the South West of England, although this role has a global remit. They are recruiting at Director level for both their Wholesale and Retail Analytics teams in London reporting directly to the Global Head as part of the role. You will need to have an excellent quantitative background and have direct experience of creating, implementing, reviewing and validating PD,LGD and EAD Models across portfolios that are dealing with over £100 billion in assets across a whole Read more […]