This Global Financial Services firm is looking for a senior manager to head up their wholesale credit risk modeling team. This team will be anywhere from 1-6 people depending on the candidates experience and they are able to pay exceptionally well in order to attract only the very best candidates.
Your responsibilities will include:
Managing a team of credit risk quants
Reporting results to the MD of this group as well as other business lines
Offering hands on modeling help on the most complex models
Facing off with regulators and C-Level members of the institution
Required skills and experience:
MSc/PhD in quantitative subject such as quant finance, maths, stats etc
Excellent hands on modeling skills for IRB models
Strong regulatory knowledge
5+ years experience quantitative modeling experience
This is an industry leading group which is looking to expand exceptionally quickly, therefore the opportunity to progress and be compensated accordingly is exceptional.
Selby Jennings - 16 months ago
Selby Jennings is an international recruitment solutions provider. The company places candidates in global financial institutions across the...