Credit Risk – PD/LGD/EAD – Tier 1 IB – VP recruitment
My client, an award winning Tier 1 Investment Bank, is going through huge growth in its global derviatives platform and has developed a unique department to look at Basel PD/LGD/EAD Models, CounterpartyCredit Risk and other aspects of Basel III. They are looking for a VP, with a strong quantitative background, to join this team. It is a great opportunity for a caddiate who is developing/validating Basel P/LGD/EAD Models in a wholesale bank/environment to step into an Investment Bank with its global hub in the City but obvioulsy candidates with trading books experience would also be considered. Read more […]
Credit Risk Modelling Quantitative Analysts – Large headcount across PD, EAD, LGD, RWA and EC modelling – UK recruitment
The common factors between the roles are candidates MUST be able to program in SAS, as well as having strong modelling skills – the firm is agnostic to which speciality from PFE, EC, PD, EAD, LGD etc but the ideal candidates will have working knowledge of mortgages, mortgage portfolios and related retail products. While they are happy to see people who model on other products, it is highly preferred to have a good knowledge of the underlying asset(s).Candidates should come from quantitative educational backgrounds. If you would be interested in discussing the opportunity in further detail, please Read more […]
Quant Analyst – Regulatory (PD, EAD, LGD) Modelling – Investment Bank recruitment
A leading British investment bank is looking for a Quantitative Analyst to work within their Credit Risk Quant function on a large Regulatory Modelling project. The role will involve working within a team of 10 quantitative analysts on research, development and deployment of cutting-edge credit and portfolio loss models. The focus of this role is on the research and development of new Advanced Internal Rating-Based (AIRB) Models to estimate EAD, PD and LGD; previous experience of this area is essential. This is a 6 month rolling contract based in London.Essential requirements:- Strong financial mathematical Read more […]
Credit Risk Modelling Analysts
My client is looking to fill a large headcount in various teams, for permanent and contract to join a successful business area with a collegiate, positive team atmosphere. The common factors between the roles are candidates MUST be able to program in SAS, as well as having strong modelling skills – the firm is agnostic to which speciality from PFE, EC, PD, EAD, LGD etc but the ideal candidates will have working knowledge of mortgages, mortgage portfolios and related retail products. While they are happy to see people who model on other products, it is highly preferred to have a good knowledge Read more […]