Quantitative Analytics Manager recruitment
The successful candidate will be responsible for developing methods for calculating robust and practical measures of Through the Cycle Expected Loss for Wholesale and International potfolios.Key Responsibilities;Play a key role in the development of Through the Cycle Expected Loss (TtC EL) metrics across Wholesale International banking operations, supporting the measurement of portfolio credit risk on a ‘cycle-neutral’ basisEstablish developments required beyond today’s model landscape, comprising existing and planned PD models, and the LGD model framework currently in developmentUnderstand Read more […]