VP, Quantitative Credit Risk Specialist, Tier 1 investment bank, London, £90,000–100,000 Emploi, stage, formation en banque finance assurance (BFA), recrutement, DRH

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A leading American investment bank are building up their credit risk analytics in the space of Basel 2 [LGD, PD, EAD], economic capital and ICAAP and are thus looking to hire a senior risk quant to come on board. The Vice President will take a leading role in the design, modelling and implementation of each of these advanced credit risk models.
The senior quant will also take charge of teams for certain projects and thus a strong desire and knowledge to lead and manage is required.

The VP will report directly into the M.D. for credit risk analytics in London and will also work with the investment bank risk teams in New York and Hong Kong. The bank has seen strong growth in the last 18 months and will only look at the top people in the market. The natural career progression will be into Director and M.D.

The ideal profile is a strong credit risk quant with knowledge of Basel 2 and economic capital. Desired is management experience but not necessary.

All applications in word.doc format by mail will be kept strictly confidential

www.selbyjennings.com

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