Top European Bank Seeks A Collateral Valuation Models Senior Quant Analyst
A Collateral Valuation Models Senior Quant Analyst
Location : Copenhagen
Salary : Very Competitive Salaries (International Relocation Covered)
This top European is seeking a strong Quant analyst who work on their collateral valuation models and automated valuations models.
These models are used to assess the value of houses, cars and apartments etc that are provided as collateral for loans, and the collateral values are fed into the firms solvency calculation, the credit process, pricing and impairment, and play a major role for covered bonds.
The Team sits within the Risk Capital Department responsible for modeling and quantifying credit risk and for allocating capital based on risk.
The Role
- Developing next generation property valuation model
- Identify and communicate model strengths and weaknesses to the business in a comprehensible way
- Quantitative analysis of the Collateral valuation and automated valuation models with focus on business needs and applications
Ideal Candidate
- Masters degree in a Quantitative Field
- 1-3 years of relevant work experience within quantitative-statistical modelling
- Experience within Credit Risk modelling - Real Estate or Property valuation modelling - Assets Valuation Modelling
- Knowledge of Capital Requirements-allocation and how it affects process
- Strong analytical skills which can be applied in a structured manner
- Be able to work independently, but at the same time being a good team player taking responsibility for reaching the team?s objectives
If you feel you can add value to this group, in this exciting and interesting opportunity to use your quantitative skills in a newly developing area apply now
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