Senior Quantitative Specialist recruitment
GLOBAL INVESTMENT BANKThe team mandate is the development and maintenance of the Bank’s models for assessing default probabilities (PDs), loss given defaults (LGD), exposure at default (EAD for traded products and banking products) and associated credit portfolio models for Investment Banking portfolios. In addition, the team develops, validates and implements calculation models for securities lending values and derivatives margins as well as stress testing, expected loss calculation, and concentration and liquidity analyses.Requirements• Master’s or PhD degree in Finance, Economics, Statistics Read more […]
Senior Quantitative Specialist recruitment
The Quantitative Risk Department is responsible for developing new models, analytic processes and system approaches for the Risk Management Department and performing impact studies to support proposals to the Board of Directors.•Assist in identifying financial risk issues and providing solutions•Construct, verify/validate and maintain a library of models to support enterprise wide risk management•Participate in the development of risk management tools by enhancing existing analytical models and focusing on designing and implementing new models (e.g. VaR, back test, stress test, etc.)•Implementation Read more […]