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.
- 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.
- 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