Top British/Global Bank seeks Quantitative Risk Manager to head their Credit Risk Methodology Team.

This Top Global Bank seeks a Quantitative Risk Manager to lead a team in Risk Methodology. You will be responsible for implementing, validating, developing and monitoring risk scorecards and Basel II models as well as overall risk management of Business Banking Portfolios.

Responsibilities
-Manage a team that will conduct the following operations,
-Reviewing, Enhancing and Managing all Credit Risk models and methodologies,
-Credit exposure modelling, Basel II implementation and development of mark-to-market advanced valuation models for loans,
-Conduct Regular and ad-hoc validation of scorecard performance, Basel II PD, EAD models as well as portfolio stress testing,
-Generate, analyse and monitor portfolio risk and capital reports.

Ideal Candidate:
-PhD in Finance, Financial Economics, Econometrics, Mathematical Finance,
-Strong knowledge of PD/EAD modelling,
-Strong experience in credit risk modelling and management,
-Analytical mind and sound business insight,
-Self starter with proven ability to manage.

Keywords: Credit Risk, Basel II, Scorecards, Analyst, Credit, Model, Modelling, London, Management, PFE, PD, EAD, PhD, Finance, Financial Economics, Econometrics, Mathematical Finance

Please send all enquiries by mail.