Senior Quantitative Analyst-Team Leader recruitment
The Senior Quantitative Analyst has responsibility for developing, delivering, validating, signing-off and supporting advanced, Basel-compliant credit models, including, Probability of Default (PD) and Ratings, Loss Given Default (LGD), Exposure to Default (EAD) and Risk-Adjusted Return on Equity (RAROE). These models are developed using strong conceptual credit risk foundations and wherever possible, they utilise advanced statistical techniques applied to detailed credit data sourced both internally and externally.Providing the businesses with transaction advice and support, acting as an expert Read more […]
Senior Quantitative Analyst- Team Leader recruitment
My biggest client in 2011, this firm has hired 9 quants in London this year and are looking to build out a New York team in 2012. The first hire is the team leader who will be responsible for all model developments and implementations, project leader, stakeholder management of global head of quantitative analytics / quantitative risk, CRO, CFO and CEO and management of small team.The models they are looking to research, build and implement from scratch in 2012 relate to pricing, risk, settlement, statistical analysis, new product modelling, regulatory modelling, market event analysis, forecasting Read more […]