ABS PORTFOLIO ANALYST
ABS Portfolio Analyst (6 month rolling contract) £55,000 – £70,000 PRO-RATED + benefits CityWho they are They are a well-known European banking group with a presence in London and a global reach.The Role They role exists within the Workout ABS area which is responsible for an ABS portfolio of €1.1bn although the role will also involve monitoring the whole of the ABS book (approximately €2,2bn. The main asset classes are CLOs, CMBS and RMBS, main jurisdictions are US and Europe. You will work closely with the Head of Markets Business Development and Administration and the Portfolio Advisor. Read more […]
Credit Model Validation
The client is in the process of revamping all the models across all asset classes. This means there is an opportunity to be involved in many exciting projects and to build on current knowledge as well as expanding on those areas not covered. The ideal candidate will: Be quantitative Have a PhD or a very technical Masters Ability to code in C++ Knowledge of all credit products – CDOs, CLN, CLOs etc.
Sr Quant Manager
Responsibilities **Please note this position is available in Providence, RI; Boston, MA; or Bridgeport, CT. **If you’re mathematically inclined, always up for a challenge and able to work well in a team, you’ll thrive as a Senior Quantitative Manager here at Citizens Bank. We’ll count on you to manage credit policy strategy, make sure risks aren’t too high for associated returns and make sure we meet all regulatory and group guidelines. In return, you’ll have an outstanding platform for thought leadership as well as access to some of the world’s best academic resources.Citizens BankWe Read more […]
Head of Credit Strategies, Risk Analytics
Salary level: €120k+DublinBackgroundRisk Analytics (RA) is the division within The Bank that builds maintains and monitors a wide range of analytical models used across the Bank. These include traditional Probability of Default (PD), Loss Given Default (LGD) and Exposure at Default (EAD) models for credit portfolios, quantitative credit strategies to automate lending decisions, decision support tools used to assist the management of customers in difficulty, and provisioning and capital models. Within RA, the Credit Strategies team designs, builds and monitors a range of decision models used in Read more […]
Senior Fixed Income Credit Sales Executive
Experience and skill setIdeally at least 5+ years sales experience with an investment bankSolid understanding of how EU credit products are traded and sold; understanding of CDS and North American Credit Products is helpfulRelevant client sector experience; must have current client contactsResults driven, high energy and proactive work ethicAbility to articulate a compelling proposition for e-tradingMust be willing to meet with clients often, entertain and travelResponsibilitiesIdentifying and on-boarding new clientsEffectively marketing our products and services to clients thereby increasing client Read more […]
Sydney: Undergraduate opportunity – Credit Analyst
Macquarie Group (Macquarie) is a global provider of banking, financial, advisory, investment and funds management services. Macquarie’s Corporate and Asset Finance (CAF), provides innovative and traditional capital, finance and related services to clients operating in selected international markets. One of CAF’s businesses, Macquarie Leasing, is a leading provider of finance leases to small to medium enterprises (SME), corporate, government and retail clients in Australia. Macquarie Leasing offers products including finance leases, novated lease agreements and commercial hire purchases for motor Read more […]
Assistant Vice President Infrastructure & Project Finance
You will be fully integrated and involved in the management of deals from inception to close including financial analysis, utilising technical reports, financial models and information memoranda to prepare credit papers. You will also liaise with the Debt Pricing team to ensure facilities are appropriately priced. Skills required: Technical, analytical and numeric skills; Communication/Technical skills; Ability to think creatively and identify innovative solutions; Negotiation skills; Strong credit risk analysis.
Corporate Valuations
This role sits within the Credit valuation team which is part of the wider finance group, it’s responsible for handling valuation related issues arisen from the firms trading portfolio. The area interacts with front office and risk management areas on valuation issues for existing / new trades and model-related issues.The role is at the VP level with the team being flexible as to the specific leveling. They are focused more on bringing in someone with the correct technical skill-set and personality.The role will entail the following daily duties;Independent price verification, model calibration Read more […]
Senior Quantitative Risk Modelling Opportunities
(i.e. verifying derivatives pricing models, identifying the models’ key underlying assumptions) for FX, equity, commodities, credit derivatives, mortgage products, rates products and counterparty, assessing both market and credit risks. The key deliverables of these roles will no doubt be of great interest to experts in mathematical modelling theory that have developed and refined their skills in both academia (PhD in a quantitative subject such as Mathematics, Physics or Statistics is preferred, strong MSc or equivalent will be considered), and industry experience in the modelling teams of Read more […]
Multiple Credit Risk Modelling Opportunities
A leading global banking group is looking to grow the risk modelling teams within both the Corporate Retail banking teams, resulting in a number of opportunities for strong candidates ready to take the next step in their career – anywhere from Senior Analyst level up to VP (managerial) level. In these roles, among other responsibilities; you will develop, validate document default probability (“PD”), loss given default (LGD) and exposure at default (EAD) models (behavioural scoring, credit grading and expert lender models) in line with Basel II Group Model Risk Policy requirements. Ideal candidates Read more […]