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Excellent Opportunity for a senior Manager with a strong Quantitative background and Knowledge of Economic Capital.
My Client are a top-tier bank who are looking to recruit a Quantitative Analyst with around 5 or more years experience, the ideal candidate will have strong academic background in a Quantitative subject along with knowledge of wholesale and retail banking and experience of Credit / Market Risk, you should also be an Economic Capital expert. You will have responsibility for group economic capital modeling and analysis, bespoke estimation of correlation models, development of group stress testing framework within global macroeconomic model. The job holder will also provide analysis of risk transfer transactions, economic and regulatory capital relief, pricing of credit protection and Asset Valuation. Please send a copy of your resume for more information and an informal chat in the strictest of confidence.
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