£75000 - £86000 per annum
PCH - Quant Risk_1604595288
11 months ago
My client within corporate/retail banking is looking for two Quantitative Analytics Managers to join their team as they are looking to expand. These are permanent roles based in London.
*You must have right to work in the UK*
This role sits within the Provisions and Stress Testing Methodology team. You'll be responsible for the development and maintenance of a suite of models that cover both retail and corporate portfolios. Your ability to continually develop and improve modelling methodologies and standards will make you a key player within the bank.
What you'll be doing
- Working alongside a team of technical experts through the development and ongoing maintenance of IFRS9 and stress test models using AGILE planning techniques.
- Inspiring colleagues by sharing knowledge, giving feedback and supporting innovation.
- Creating models that meet the needs of our stakeholders by collaborating with them throughout the development process.
- Setting industry-leading standards for model developments, documentation, monitoring and ongoing model reviews.
- Supporting the business owners in understanding where the model risks exists and how they could be mitigated.
- Being part of a team that continually looks to improve the way we do things.
What we're looking for
- Proven track record and practical skills in model developments (IFRS9, IRB and stress testing methodologies.)
- Excellent quantitative ability and experience in relevant mathematical approaches (time series forecasting, scorecards, transition matrices, decision trees.)
- Thorough understanding of regulatory / accounting requirements applicable to the area of modelling (IFRS9, stress testing, IRB)
- Proficient programming skills to develop risk models and tools (SAS, Python or R)
- Relevant academic qualification (or equivalent experience) in quantitative subject (mathematics, physics, statistics, econometrics)
For more details, please send your CV to firstname.lastname@example.org
Please note our advertisements use PQE/salary levels purely as a guide. However we are happy to consider applications from all candidates who are able to demonstrate the skills necessary to fulfil the role.