ABS Quantitative Analyst recruitment

The role has a very high degree of contact with the portfolio manager and senior management as well as periodic contact with investors.The role involves (a) analyzing large volumes of historical data to determine the drivers of prepayment, default and loss given default as well as (b) the creation of forecasting models to predict ABS cash flows.  The role is expected to drive the analysis and modelling process suggesting ways to improve the current analytics as well as mapping the direction of future analytics development. Salary range £40k – £65k depending on experience plus healthcare Read more […]

April 17, 2010 • Tags: , • Posted in: Financial • Comments Off on ABS Quantitative Analyst recruitment