Quantitative Manager | London OR Manchester | Offering up to £65,000 - £75,000 Per Annum Plus Bonus & Benefits
A fantastic opportunity for a candidate with excellent quantitative ability and experience in mathematical approaches has arisen due to the team expanding.
My client, a large retail and commercial bank, is looking for a Quantitative Manager for both the London & Manchester offices. This high-profile role will sit within the Provisions & Stress Testing Methodology team.
The successful candidate will be responsible for the development and maintenance of a suite of models that cover both retail and corporate portfolios.
About the role…
- Working alongside a team of technical experts through the development and ongoing maintenance of IFRS9 and stress test models using AGILE planning techniques.
- Inspiring colleagues by sharing knowledge, giving feedback and supporting innovation.
- Creating models that meet the needs of our stakeholders by collaborating with them throughout the development process.
- Setting industry-leading standards for model developments, documentation, monitoring and ongoing model reviews.
- Being part of a team that continually looks to improve the way we do things.
Skills & Experience …
- Proven track record and practical skills in model developments (IFRS9, IRB and stress testing methodologies.)
- Excellent quantitative ability and experience in relevant mathematical approaches (time series forecasting, scorecards, transition matrices, decision trees.)
- Thorough understanding of regulatory / accounting requirements applicable to the area of modelling (IFRS9, stress testing, IRB)
- Proficient programming skills to develop risk models and tools (SAS, Python or R)
- Relevant academic qualification (or equivalent experience) in quantitative subject (mathematics, physics, statistics, econometric
- Ability to continually develop and improve modelling methodologies and standards will make you a key player within the bank.
If this role sounds like what you're looking for then apply now! Attentively, please get in touch firstname.lastname@example.org / 0207 332 2450.
Please note our advertisements use PQE/salary levels purely as a guide. However we are happy to consider applications from all candidates who are able to demonstrate the skills necessary to fulfil the role.