Alternative Models Group - Quantitative Analyst, AVP - London, United Kingdom,
British Pound . GBP -
A quantitative analyst role within Global Risk Analytics. The successful candidate will be responsible for the development and maintenance of numerical model within the Alternative Models Group (Markets) term.
The role will involve the development and enhancement of capital and loss forecasting models within the bank, with a particular focus on the Federal Reserve Comprehensive Capital Analysis and Revuew (CCAR). This is a high-profile area and presents a challenging and intellectually stimulating role in a dynamic team that is used to delivering in a timely manner to many different constituents of the bank.
Knowledge / Experience:
- Qualified to MSc or PhD level in a numerical discipline (e.g. Statistics, Mathematics, Physics or Engineering).
- Technical skills: Statistics, Probability Theory, Econometrics.
- IT skills: Prior experience of using statistical modeling tolls (e.g. SAS, R) and development experience in either C++ or Python
- Documentation: Ability to clearly document quantitative models and evidence technical modeling choices
- Data analysis and interpretation. Experience of interpreting and manipulating large financial data sets
- Qualified to MSc or PhD level in a numerical discipline (e.g. Statistics, Mathematics, Physics or Engineering)
- Experience in developing, documenting & maintaining numerical models for purposes of loss forecasting or calculating capital requirements.
- Demonstrates attention to detail.
- Proven ability to communicate complex technical concepts clearly.
- Practical experience of quantitative model documentation using of LaTex or similar mathematical typesetting packages.
- Working knowledge of credit products including loans, bonds and credit derivatives.
Title: Assistant Vice President
Closing Date: 30 July 2018