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Vice President-Quantitative Analyst-Banking |
|---|
Banking and Finance - Business Analyst |
in London City |
| Job Title: Vice President -Quantitative Credit Risk (salary Market Value-£Neg:+ Bonus and Benefits)
Please telephone for a confidential discussion with our Manager Deborah on *****-638- *****or email to ****.co.uk This role mainly relates to the credit risk division, but may also involve client advisory assignments. The Role A quantitative credit risk person is required to join an existing small team of analysts in developing a new credit product suite. This currently mainly consists of single obligor credit rating and default prediction models. In addition, participation in projects for the client advisory part of the business will be required. The nature of such projects is likely to extend beyond credit risk assignments into other areas of risk as required. The role is quantitative but also requires the additional credit and ‘soft’ skills as above. It may not suit a ‘100% quant’ but rather an individual with fairly broad experience of credit risk in different markets (e.g. small and medium enterprises, large corporate, CLO/CDO structures) as well as the quantitative skills. A good knowledge of statistical methods and experience in their practical implementation is certainly a requirement. The Requirements Highly numerate with at least a good quantitative initial degree, with perhaps also postgraduate qualifications. Considerable knowledge of credit risk, beyond the quantitative aspects alone. Knowledge of quantitative methods and models as applied to credit risk. Good knowledge of statistical methods. An understanding of the Basel Banking Accord and its implications. Also useful: Knowledge of portfolio models, operational risk, the ‘softer’ and practical aspects of risk management. Ability to communicate clearly and work as part of a small team in London (currently 3 quantitative analysts, plus around another 7 relating to data management, IT, marketing). Given this is a small group the individual must be capable of motivating themselves to learn what is required to deliver on a project, while not being too individualistic about their work. Experience in using statistical software packages is desirable. Some visual basic programming in MS Office could also be useful to the role. As work on client advisory assignments will be involved, the individual must be of personable nature and command credibility from what is often a capable and demanding audience. |
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