Accountancy Jobs from Career Advance
Home Accountancy Jobs Search Register Login Jobs By Email Recruiters Contact Us

Senior Manager - Credit Risk Quantitative Advisory

Senior Manager - Credit Risk Quantitative Advisory
Job Roles Risk
SectorFinancial Services - Banking
Salary90,000 to 140,000 per annum - excellent benefits
LocationsLondon - London - Central
Job TypePermanent
Job Description
Our client is a major international consultancy firm which has a significant project pipeline within its quantitative advisory service line, specifically focusing on credit risk projects. As a result, we are looking to hire Senior Manager into the team focused on providing quantitative risk solutions to corporate, commercial and retail banking credit risk functions. You must have banking/consulting experience in a quantitative risk function.

The quantitative advisory team uses quantitative modelling and IT skills to help institutions with risk measurement, management, compliance and optimisation. This includes credit, risk modelling,independent model validation, Basel and Solvency prudential regulation, impairment modelling, capital stress testing and portfolio management. The team has several market leading products and specialises in bringing together broad risk management experience with deep technical skills.

Responsibilities of a quantitative advisory senior manager:
Build valued relationships with external clients and internal peers
Lead projects and provide subject matter insight to bids and proposals.
Package overall project findings into clear, concise, high-quality work products and act as a subject matter resource on one or more services, leveraging knowledge and experience to shape services to client problems.

Skills and Experience required for Credit Risk Advisory
Strong academic record with a sound understanding of banking and/or financial service industry.

Understanding of the retail, commercial, and/or corporate portfolio, business and products.
Experience gained in banking industry and/or consulting firm will be an advantage.
Good understanding of the Basel II and III (CRD IV requirements) credit risk regulatory framework will be an advantage.

Specific expertise in any of the following would be highly advantageous:

Development and validation of IRB and AIRB credit risk models
Capital management (regulatory capital, ICAAP and economic capital) -
Impairment modelling, management and forecasting
Credit risk models (PD, ED, LGD, scorecards) -
RWA calculation under Basel 3
Stress testing and scenario analysis

Date Posted29/07/16 09:39
print quick apply add to basket

back to results

If you are interested in this vacancy, you can either apply using the link above or contact them directly using the following details:

Contact Details
Goodman Masson
Agency Goodman Masson
Tel 02073367711
Email Click Here to Email Agency Directly
Jobs View all jobs for this Agency

Email A Friend
If you know anyone who may be interested in this vacancy, please click here to email details to them.

User Login.

Email Address

Password case sensitive

Password Remind Login