Senior Manager – Quantitative Analyst / Credit Portfolio Modelling. recruitment
This leading international bank is currently looking to hire an experienced Quantitative Analyst to work within the Credit Portfolio Modelling team. The main focus of this role will be to develop credit portfolio tools and models for credit risk. Other key responsibilities will include:Developing Credit Portfolio Models relating to Economic Capital.Putting together pricing models for use in transaction assessment and transfer pricing.Development of Portfolio Optimisation skills.Providing general quantitative support to the front office and risk management.In terms of experience, you will have:An Read more […]
Quantitative Analyst, Credit Portfolio Modelling recruitment
The team undertakes credit portfolio modelling CPM, risk-return performance assessment, loan fair valuation and hedging analysis, building credit portfolio models.Technical credit risk aspects of their work includes (e.g. loan fair valuation, RAIR, RAROC methodology, Hurdle Rates, etc). They design, build and manage a full range of credit portfolio models as required.Your experience should cover version control, testing and documentation, loan pricing and Economic Profit Calculator, validation of all new models, risk transfer / reduction techniques, Portfolio Optimisation, portfolio credit risk Read more […]