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Opportunity to play an instrumental role in developing an active credit portfolio management framework for a globally recognised investment bank. Mandated to work with origination, securitisation and trading teams, this P&L generating division is analogous to a buy-side firm with one client (the bank).
Located within the portfolio management set-up, this is a team head position with responsibility for managing a high-profile unit of 4/5 analysts. Duties range from analysis of new deals / strategies, identification of risk concentration areas and putting together optimisation proposals to assessment of hedging strategies.
The candidate will also be expected to play an active role in raising the profile of the PM group around the bank and ensuring the continued involvement of the division in bank activities.
Requiring a strong quantitative background (knowledge of developing Basel II rating models and economic capital methodologies is a pre-requisite) along with the ability to apply this to a division with direct revenue generating responsibility, successful candidates will come from a portfolio management or business focused risk management environment. Previous managerial responsibility would be advantageous.
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