Senior Manager | Quantitative Credit Risk

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 corecards 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 to risk@selbyjennings.com

Type: Full-time

Location: London

Category: Risk Jobs

Apply Email: risk@selbyjennings.com