Alternative Models Group - Quantitative Analyst, AVP - London, United Kingdom,

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Job Description:
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.

Role Description:

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.


Competencies:
  • 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.

Location: London
Salary: Competitive
Title: Assistant Vice President
Closing Date: 30 July 2018