Senior Quantitative Credit Risk Manager

• Company

  Hays Specialist Recruitment

• Location

  UK-London

• Remuneration

  GBP80000.00 - GBP100000.00 per annum

• Position Type

  Permanent

• Employment type

  Full time

• Updated

  30-Oct-2013

• eFC Ref no

  1300197

• Save this job
• Send to friend
• Print this job
• More Sharing ServicesShare

NEW OPPORTUNITY

Major global financial institution is looking to add experienced credit risk modelling specialists to its group Asset & Liability team with the primary goal of managing financial risk in line with group appetite. As an expert, the incumbent will be responsible for credit risk economic capital calibration, developing credit portfolio model methodology, back-testing and model validation. With a career history in either banking or consulting combined with an MSc or PhD in a quantitative discipline, candidates need to demonstrate strong econometrics and statistical modelling skills and working knowledge of economic capital. IBM Algo experience whilst desirable, isn't essential. This is a great opportunity to take your quantitative skill set and apply it in a new and refreshing environment.



Hays Specialist Recruitment Limited acts as an employment agency for permanent recruitment and employment business for the supply of temporary workers. By applying for this job you accept the T&C's, Privacy Policy and Disclaimers which can be found at hays.co.uk

• Apply online