Job Title:	Senior Quantitative Analyst - Methodology- Top Tier Bank - London
Reference:	1085759
Salary:	50-70k
Location(s):	London
Industry(s):	Blue Chip
Advertiser:	Hays - Accountancy & Finance
Employment Type:	Contract / Permenent
Posted:	06-02-2010

Description:

My client, one o f the largest banking groups in the world is looking to hire into to it's Corporate Banking team. A permanent vacancy for a Quantitative Analyst has arisen as a result of restructure.


Duties include:
Design, build and implement PD and LGD models for different asset classes
Provide quantitative support to UK corporate banking
Take ownership of existing PD and LGD models, pricing tools and portfolio management systems
Provide documentation and training on existing models
Liaise with structured credit to provide quantitative solutions in timely manner
Perform research into new corporate products


No direct reports



Demonstrate creative and logical thinking as well as high problem solving skills
Demonstrate full commitment to achieving business goals
Demonstrate capacity and willingness to take sole responsibility in different projects
Ability to manage own workload and prioritisation of activities
Share information and knowledge with other members of the team and other departments within the bank
Good communicator
Good team player



Essential
Experience building credit models (PD and/or LGD) for some of the following sectors:
Medium size corporates (UK)Banks
UK public sector
UK Social Housing
Banks Trade Services
Project Finance
Education sector
Educated to MSc or PhD level (or equivalent) in a numerate discipline
In depth knowledge of credit risk modelling
Relevant exposure to modelling wholesale credit risk
Clear evidence of mathematical / Statistical skills
High programming skills (VBa, SAS, C++)
Demonstrate team working ability
Excellent knowledge of Basel II accord
Excellent technical writing skills


Desirable
Knowledge of Economic Capital models and methodology
Able to read and communicate in Spanish
Exposure to R, C#, SAS, ASP.net
Exposure to Share Point
 
If you feel you are relevant to this role please apply and contact Daniel Cinque directly on 0207 920 0774