Quant Model Validation (across asset class) recruitment
Key Roles Responsibilities Critical Review of Front Office Pricing models across all Asset Classes. Where appropriate, to suggest improvements and / or alternative models / numerical methods. Preparation of accurate and concise documentation for consumption by Senior Management. Qualifications Skills Educated to PhD Level in Maths / Physics / Engineering / Computer Science or MSc / DEA in Financial MathematicsHands-on commercial implementation experience in derivatives modelling, for at least one asset class, Interest Rate / FX / Credit / Equity / CommodityExperience Read more […]
Senior Project Manager and Business Analyst recruitment
Responsibilities:Working closely with Market Risk Managers and Market Risk Control staff to oversee the successful roll-out of the Market Risk Strategic Infrastructure through to completion.Owning the regional Project Plan and monitoring project deliverables.Indirectly managing a team of Business Analysts to deliver the solution according to requirements.Managing key Non-Functional Requirements across the landscape, ensuring that these are implemented as documented.Working with the Test Manager to derive a suitable test strategy for each phase of the project.Requirements:Relevant product knowledge Read more […]
Quant Risk Analyst – Exposure Measurement recruitment
This team is part of a Group wide Risk Methodology function and is dedicated to developing and improving exposure measurement capabilities of the Investment Banking division within the UBS Group. You will have the opportunity to coordinate and become the main global contact for to the improvement of methodologies, processes and parameterization of our Exposure Measures for banking book and trading book (OTCs/SFTs/ETDs). As a client of the Front Office exposure calculation engines you will be also responsible for ensuring the Risk Control requirements for capturing risk are delivered correctly. Read more […]
VP – Director Senior Quantitative Credit Risk Analyst – Capital and Credit Risk Modelling recruitment
Role Details:• Review all methodologies related to PD, EAD LGD, stress testing and RAROE.• Undertake model prototyping.• Participate in model and methodology presentations to the regulators and model users.• Write clear, accurate model build and validation documentation.• Ensure all model development complies with regulatory and internal policy requirements.• Assist with developing a tactical SAS solution to support model estimation.Qualifications Essential Skills Needed:• Strong mathematical/statistical or economics post graduate degree or certification, e.g. MSC, MBA, Read more […]
Manager – Regulatory CASS Specialist recruitment
We are working on an excellent opportunity for a regulatory professional specialising in CASS to join a leading Consultancy in either London or Edinburgh. As part of a wider team, you will help to sustain and further develop a close working relationship with the FSA to help ensure that you can provide our clients with regular insight into regulatory interpretation. You will work as an advisory consultant, delivering on client engagements by leading small teams or providing input into larger multi-disciplinary teams. You will specialise in advising clients on CASS issues and will provide assurance Read more […]
Portfolio Analytics Manager recruitment
My client a leading corporate bank, require a professional with strong economic capital modelling skills in particular credit EC modelling. Additional experience in pricing models, PD LGD modelling. My client requires a quantitative portfolio analytics manager to join their active credit portfolio team who support the division in improving the shape of its balance sheet by raising its analytic capabilities in order to enable it to make better commercial decisions. This is a hands on role reviewing the economic capital models advising the development team of improvements where required. Read more […]
Head of Enterprise Portfolio Risk recruitment
Role PurposeThe role holder will lead the quantifying and measurement of the aggregate risk profile across Ulster Bank while working with other risk category owners and key business leaders. They will ensure the consistency, comprehensiveness and effectiveness of the Group’s risk measurement frameworks, methodologies and processes. They will oversee the development and validation of key portfolio risk models for the retail and corporate business areas and working closely with RBS Group Risk COO in the creation of a Centre of Excellence for modelling. They will also lead the approach to Read more […]
Counterparty Credit Risk Reporting Analyst- SQL recruitment
You will be responsible for developing automated, routine reporting, supporting ad-hoc requests for information and analysis by Risk Portfolio Managers, automation of existing reporting routines, navigating systems, acessing data, reconciling numbers from different sources, identify discrepancies and understand drivers of the change within the data.You will have previous experience in a leading investment bank in a counterparty risk area, strong SQL skills and general knowledge of traded products, commercial lending and risk management concepts.For further information, please contact Ivana Nestorova Read more […]
Lead Counterparty Risk Business Analyst recruitment
The Credit Risk BA team specialise in supporting changes to the front end Credit Risk Systems. The team is responsible for documenting business processes, business specifications, preparing discussion papers and driving change through Credit Risk Systems.Requirements:Strong Business Analysis skillsCredit Metrics – Counterparty GradingExperience in Limit and Excess ManagementExperience leading a team / having multiple direct reportsReporting and DataWorking with workflow based systemsGeneral Reporting and System Workflow conceptsKnowledge of Basel II and Basel III Regulations Read more […]
Credit Risk BA – Perm recruitment
Risk ManagementThe Risk Department at Nomura is broadly organised according to the main risk classes; Risk Management (Market risk and credit exposure measurement), Investment Evaluation and Credit (Credit), and Operational Risk. The Risk Department provides senior management with an independent view of the principal risks taken by individual business units. The risk profile of Nomura arises from trading in Equities, FX, Credit, Rates and Commodities and from cash as well as vanilla and structured derivatives. Credit Risk AnalyticsThe Credit Risk Analytics group is part of the Risk Methodology Read more […]