VP – Counterparty Credit Risk – VP – Tier 1 Bank – London recruitment
My client, a Tier 1 Bank with an emerging market focus, is going through huge growth of its quant teams as its global derivatives platform grows and it continues to be above global regulatory standards in the new Basel III world. This bank has grown throughout the last 4 years picking up numerous awards and profits above margin for the last 5 quarters. I am working with a global director of some recognition that is building a new Exposure Management/Counterparty Credit Risk team which is going to the global hub of all areas of Counterparty for the Bank reporting to the CRO and the Board in this Read more […]
VP – Credit Risk Modeller – Tier 1 Bank – London or Leeds recruitment
My client, a Tier 1 Bank, is recruiting in a global credit risk analytics team with a portfolio of over £110 billion assets worldwide. They are hiring a Credit Risk Modeller – Retail Manager due to expansion of remit both in terms of team size and global reach of work. You will have experience of Basel PD/LGD/EAD Models from ideally a retail background with exposure to home finance and mortgages, although candidates from a wholesale/commercial background would be considered. You will need to have a good understanding of systems and SAS is a pre-requisite. Your experience could be from a Tier 1 Read more […]
AVP – Tier 1 Bank – Treasury / Balance Sheet Risk recruitment
An excellent AVP level opportunity has arisen with a Tier 1 investment bank in London in Treasury.The overall purpose of the role is to ensure the efficient allocation and use of balance sheet capacity and capital.More specifically, your responsibilities will be:- To optimise balance sheet structure (identify and manage risks pertaining to assets and liabilities, develop funds transfer pricing and design price products)- To measure and manage the balance sheet risk profile (assess liquidity risk, mitigate retained risks, assess the impact of regulatory changes and assess true liquidity costs Read more […]
Credit Risk Modelling – Director – Tier 1 Bank – London – 150k recruitment
My client, a Tier 1 Bank, has recently merged a global analytics tam covering Corporate SME and Retail to be one of the largest and succesful analytics teams in the City. This is due to huge customer demand and creating an analytics Centre of Excellence with scope to look at a number of areas such as ICAAP/Stress Testing and Basel III from a Credit and Market Risk point of view. I am working with a Global MD we have hired for before to search for a Director of this team who will be a senior and pivitol part of this team. You will be at or approaching SVP level with strong experience in either Wholesale Read more […]
Change Analyst Data Analyst – Finance Change – warehousing – Tier 1 Bank, City £65-75k recruitment
Change Analyst Data Analyst – Finance Change – warehousing – Tier 1 Bank, City £65-75kMy client is a Global Tier One Investment Bank. They are looking for analytical candidates to work within their Data Analytics team on a financial data warehouse project specialising on Accounting and Risk. This is a high volume environment working for Group Finance, looking at conceptual design and customisation of warehousing, and solid business data modelling. You will have a previous experience working within a large analytical change team, defining business requirements, translating them into business Read more […]
VP – Credit Risk (Retail and Business Banking) – Tier 1 Bank – recruitment
My client, a Tier 1 Bank, is recruiting in a global credit risk analytics team with a portfolio of over £110 billion assets worldwide. They are hiring a Credit Risk Modeller – Retail Manager due to expansion of remit both in terms of team size and global reach of work. You will have experience of Basel PD/LGD/EAD Models from ideally a retail background with exposure to home finance and mortgages, although candidates from a wholesale/commercial background would be considered. You will need to have a good understanding of systems and SAS is a pre-requisite. Your experience could be from a Tier 1 Read more […]
Director – Credit Risk – Tier 1 Bank – London – 160k recruitment
My client, a Tier 1 FS Institution is going through huge growth and has one of the largest portfolios if Business Banking and Retail in the City, although this role has a global remit. They are recruiting at Director level for both their Wholesale and Retail Analytics teams in London reporting directly to the Global Head as part of the role. You will need to have an excellent quantitative background and have direct experience of creating, implementing, reviewing and validating PD,LGD and EAD Models across portfolios that are dealing with over £100 billion in assets across a whole range of business Read more […]
Credit Risk Modeller – Tier 1 Bank – London – 70k – Exclusive recruitment
I am working excusively with the Credit Risk Analytics of a Tier 1 Bank which has a global remit that is preparing for the next phase of Capital Modelling growth down to Basel III. There are wide ranging roles covering PD/LGD/EAD Modelling, Economic Capital, Stress Testing and Basel III Capital Management across all this bank’s SME Business banking clients globally. They are looking for candidates with a good quantitative background, with exposure in either Corporate or Retail Credit Risk Modelling in a Bank, Building Society, Consulting firm or an international regulator. You will be developing Read more […]
AVP – Tier 1 Bank – Capital Management recruitment
This Tier 1 bank has recently undergone a restructure to its Treasury division. The Capital Management team now consists of around 50 people covering capital and balance sheet management across both businesses and regions.The new division now has an AVP level role with responsibilities covering:1). Capital optimisation – allocating capital, optimising RWA and managing ratio and returns on ratio.2). Regulatory Capital – RWA budgeting, understanding stress and consolidated capital, and facing off to the business.3). Legal Entity Capital – local capital plans, optimising capital across all parts Read more […]
Counteparty Credit Risk Quant – Tier 1 Bank – London recruitment
My client, a Tier 1 Bank with an emerging market focus, is going through huge growth of its quant teams as its global derivatives platform grows and it continues to be above global regulatory standards in the new Basel III world. They are continuing to build their Exposure Management/Counterparty Credit Risk team at AVP/VP level with opportunities in developing pricing, stress testing and model build for global derivative transactions across one of the widest range of vanilla and exotic asset classes in the City. There will be close interaction with the front office as the bank is building a regulatory Read more […]