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Credit Portfolio AVP - Tier 1 Bank - London

Job Title: Credit Portfolio AVP - Tier 1 Bank - London
Contract Type: Permanent
Location: London, England
Industry:
Salary: £55000 - £75000 per annum
Reference: BBBH19610_1537291801
Contact Name: Charlotte Emms
Contact Email: charlotte.emms@twentyrecruitment.com
Job Published: September 18, 2018 18:30

Job Description

Twenty Financial Services are currently recruiting for a Credit Portfolio AVP for a Tier 1 Bank in London.

The successful candidate will join the Credit Risk function of the corporate and investment bank. Their main responsibility will be the analysis of risk across a number of banking book credit portfolios, and the development of new analytics, models and methods. This is part of a new high profile team build, funded by the front office.

Responsibilities

  • Mixture of quantitative statistical modelling, data analysis and presentation/ project responsibilities
  • Risk and data analysis across a number of credit portfolios
  • Development of new analytics, models and methods
  • Presentation of relevant deep dives for senior management
  • Play an important part in the delivery of varied projects across credit risk
  • Initial project will mean participation in the development of a new country risk model and framework for the banking group
  • Definition and installation of a new country risk framework for the bank
  • Identification of risks (both internal and external) to the portfolios including the assessment of particular market events
  • Coordinate and present topical deep dives for senior management.

Key Skills

  • Analytical and technical background including statistical modelling and coding (SAS, R, Python, SQL desirable)
  • Strong credit risk product knowledge (can be lending or derivatives or other types of products)
  • Stress testing knowledge desirable
  • Excellent presentation skills