Quantitative Analyst – Credit Portfolio Management recruitment
The department is responsible for analysing and actively managing the portfolio, and the role of the quantitative analyst will be to support the front office in the following ways: Amending/customising the Moody’s Analytics portfolio/credit economic capital model as required Developing facility pricing models for use in transaction assessment and transfer pricing Developing market derived parameters for use in the portfolio risk model and the facility pricing models Developing portfolio optimisation tools Working with Risk on exposure quantification for portfolio/economic capital modelling, including Read more […]
VP, Credit Analyst – Credit Portfolio Management recruitment
VP, Credit Analyst – Credit Portfolio Management $90K-$110KPrestigious International Financial Firm seeks a VP to assist Portfolio Manager in formulating team’s middle and long-term hedge plan and trading strategies.Responsibilities include: Responsible to manage and monitor individual corporate credit of portfolio.Conduct credit analysis of US, European and Latin American Corporates and formulate hedge plan and credit reports to implement plans.Respond to Head Office inquiries.Conduct research into regulations, laws, market rules, systems and any other issues related to credit derivatives.Develop Read more […]
Senior Manager – Balance Sheet Management – Credit Portfolio Management recruitment
The Balance Sheet Management Team is responsible for;• ensuring origination adds value to the WICR Portfolio by assessing marginal risk-return contribution to Target Portfolio Risk-Return Profile and Risk Appetite; • analysing the WICR portfolio to assess risk-return contribution, identifying risk optimisation and distribution opportunities, and development and implementing a Target Portfolio Risk-Return Profile . • optimising and allocating capital effectively, mitigating risk via distribution channels in partnership with WBM PM, assessing the portfolio impact of complex transactions, Read more […]