Structured Credit Financial Control, Senior Quantitative Analyst
Our client is a dynamic and entrepreneurial banking group. We are currently working for the financial control team who are looking for a senior quantitative analyst to support the banks structured credit desks.
Working very closely with other members of financial control and with external advisors you will be responsible for:
- Control and Quantification of Model Risk chiefly associated in Credit Cash Flow models and derivative valuation models
- Identification and quantification of non model risks
- Production of Profit attribution and reconciliation to Accounting Profit/Loss
- Validation and price verification for structured credit models, including RMBS, CMBS, ABS, CLO’s plus any synthetic structures
- Perform and document impairment testing on structured credit exposures
- Liason with Internal and external auditors as well as regulators.
We are looking for an experienced financial controller who has strong structured credit product modelling (cash flow models) experience and good technical knowledge of derivative and bond pricing. You will have worked in a similar role within a financial control function and will have advanced excel skills and a knowledge of credit and market risk models. An understanding of model risk management would certainly be advantageous.
As this is a senior position within a well regarded and integrated team excellent communication skills are vital – you will be working very closely with traders, structurers and accountants and so you must have the ability and confidence to challenge Front Office assumptions and views and will be regularly asked to attend high profile committees to present your findings.
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