Senior Manager – Quantitative Analyst / Credit Portfolio Modelling. recruitment
This leading international bank is currently looking to hire an experienced Quantitative Analyst to work within the Credit Portfolio Modelling team. The main focus of this role will be to develop credit portfolio tools and models for credit risk.
Other key responsibilities will include:
- Developing Credit Portfolio Models relating to Economic Capital.
- Putting together pricing models for use in transaction assessment and transfer pricing.
- Development of Portfolio Optimisation skills.
- Providing general quantitative support to the front office and risk management.
In terms of experience, you will have:
- An excellent understanding of financial products used by the bank, including loans and derivatives.
- A detailed knowledge of traded Credit Products would be an advantage.
- Previous experience in a Credit Portfolio Modelling role is required.
- Experience with Economic Capital Models.
- Strong VBA and SQL skills are also important.
If you are interested in discussing this role in more detail, please email your resume to Will Invine – william.invine@hudson.com for a confidential discussion.
May 8, 2012
• Tags: Credit Portfolio Modelling recruitment, Risk Management careers in the UK, Senior Manager – Quantitative Analyst • Posted in: Financial