• £135000 - £180000 per annum
  • London, England, Großbritannien
  • Festanstellung, Vollzeit
  • Selby Jennings QRF
  • 27 Okt 17

Director Quantitative Credit Risk Analytics

  • Standort: London, England, Großbritannien
  • Gehalt: £135000 - £180000 per annum
  • Art des Jobangebots: Vollzeit

A leading global financial institution is looking for a Director level candidate to work in the firm's London office and lead the development of credit risk models across both commercial and corporate portfolios.

Director Level Quantitative Credit Risk Analytics – Commercial Loans / Mortgages | Top Tier Global Bank | London, UK

Location – London

Salary – £135k – 180k + benefits & bonus

 
Description

A leading global financial institution is looking for a Director level candidate to work in the firm's London office and lead the development of credit risk models across both commercial and corporate portfolios. The role will report into the Head of Analytics in the NYC office and will also have interaction with the CRO.

The role will lead the model development function as well as engaging with credit approval and underwriting organisations to drive forward proposed modelling approaches. The role will also liaise closely with the related quant functions such; Stress testing, capital adequacy analytics, portfolio analytics.

Key Requirements
  • PhD in Economics, Statistics, Maths or another highly quantitative subject
  • Direct experience with Commercial loans
  • 5-10yrs hand on statistical work (modelling)
  • Excellent Basel II knowledge
  • Proven managerial experienc
  • Experience working with Credit Risk Models (PG / LGD)
  • Experience using statistical packages such as SAS, R, or MATLAB