Senior Manager, Portfolio Analytics recruitment

Within RBS, it is the role of CBD to service the Group’s small, medium and large business customers in the UK. With Loans and Advances in excess of £100bn, more than 1.2m customers and 13,000 employees, CBD is one of the largest providers of banking, finance and risk management in the UK. Through its Global Transaction Services (GTS) business, CBD is represented internationally in over 40 countries. In 2010, CBD contributed roughly a third of Core RBS operating profits.

CBD is committed to its strategic aim of increasing the predictability of its performance. The Portfolio Analytics Manager will help CBD to reach this aim by leading the development of an analytical framework to identify and reduce volatility, and to make investment choices that maximise value.

The role holder will provide overall leadership for the development of portfolio analytics within Corporate Banking, drawing on industry best practice, to build market-leading capability in this area. The role holder will work closely with the Head of Portfolio Strategy in order to achieve their teams’ objectives.

To enable you to fulfil this role effectively you will have excellent quantitative analytics skills, and ideally a minimum masters level degree, from a top institution, in a quantitative or finance subject (e.g. mathematics, statistics, physics, finance or econometrics). You will be equipped with expert knowledge of the modelling of risk parameters (PD, LGD, EAD) and expert knowledge of economic capital models (both calculation and usage).

Prior experience in development and implementation of analytical risk measurement tools (preferably portfolio level credit risk models) within a banking, financial markets or consulting environment is desirable.

With us, hard work adds up to more. Our rewards include a generous salary, the opportunity to participate in bonus schemes and receive discounted Group products. Plus we offer up to 30% benefit funding that gives you the option of choosing your own mix of cash and benefits.  We offer a range of career development opportunities across Corporate Banking Division and the wider RBS Group, both in the UK and world wide. All of which creates a truly flexible package that fits your changing needs and lifestyle.

Please note as part of our referencing process credit checks will be undertaken.