Senior Quantitative Specialist recruitment
GLOBAL INVESTMENT BANK
The team mandate is the development and maintenance of the Bank's models for assessing default probabilities (PDs), loss given defaults (LGD), exposure at default (EAD for traded products and banking products) and associated credit portfolio models for Investment Banking portfolios. In addition, the team develops, validates and implements calculation models for securities lending values and derivatives margins as well as stress testing, expected loss calculation, and concentration and liquidity analyses.
Requirements
• Master’s or PhD degree in Finance, Economics, Statistics or Econometrics
• Prior working experience in a credit risk environment skills would be beneficial, in particular experience with Exposure modelling portfolio Modelling
• Essential - working experience in PD, EAD, LGD.
• Ability to apply techniques from numerical analysis, statistics, and financial mathematics to solve practical problems
• Ideally strong practical understanding of financial markets and products
• Co-operativeness and team-orientation, while able to complete tasks independently with a high quality standard
• Proactiveness in taking new initiatives and carrying them through completions
• Experience with high-level programming language, and knowledge of statistical modelling software (e.g., SAS)
• Excellent communication skills with colleagues at all levels in the organisation. Ability to explain technical topics clearly and intuitively, both written and orally
For more Details, please visit our Website – www.hamlynwilliams.com and for further information send any queries to nik.s@hamlynwilliams.com
Hamlyn Williams is an Executive Recruitment consultancy that specialises in placing Risk, Compliance, Regulatory Information Security professionals globally:- offering Retained, Contingency and Interim/Contract recruitment solutions for the Financial Professional Services.