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Quant/IT Manager (Credit Portfolio Modelling Team), UK-London
Quant/IT Manager (Credit Portfolio Modelling Team)
Location:   UK-London  
Remuneration:   Competitive salary + benefits  
Position Type:   Employee  
Employment type:   Full time  
Work permit req:   EU  
Updated:   01 Jul 2008  
eFC Ref no:   408023  
 


The KPMG Europe Financial Risk Management business are developing a ‘Credit Portfolio Modelling Team’ (CPMT). The team is responsible for conducting fundamental credit portfolio and portfolio management research, building cutting edge models and delivering solutions around this market leading technology to global clients.

This senior role requires a multi-skilled individual to help manage the IT/business side of the activity.

The candidate will be responsible for the IT side of prototype model development and for the migration of prototype solutions to wholesale solutions for clients. The latter component will require you to work closely with the client, co-ordinate and project manage across teams and ensure a high standard of delivery and after care.

The candidate will also liaise with the IT Advisory practice to leverage their experience and bring them into projects as and when required.

The candidate will also be required to code and prototype development of models and educate and share experience with other team members. Ensuring that they continue to stay abreast of current issues in IT for model development.

Experience in credit environment (preferably in a credit portfolio context from any financial institution) is essential.

The role will provide an ideal opportunity for career development as the business grows, especially given the revenue generating potential from the IT related side of this business.

Responsibilities

  • Assisting in the delivery of client engagements, managing or working as a part of project team on client sites and day-to-day liaison with clients
  • Providing technical input to a number of projects including projects with other KPMG departments
  • Support senior management efforts to cultivate and maintain target client relationships, including assisting with proposals and pitching for new work
  • Drafting reports and making oral presentations of findings and recommendations
  • To work with other KPMG teams and provide technical input where necessary
  • People development and mentoring, including management of internal and client teams and providing feedback to staff on their performance on engagements
  • Depending on seniority, the successful candidate may be required either to take responsibility for a larger - possibly multi-disciplinary - engagement team or to manage small teams carrying out engagements
  • As well as project delivery responsibilities, the role will involve supporting other aspects of the team's work including sales and marketing, research and development of new services, and knowledge management.

The Person

Essential

  • Degree and / or relevant professional qualification and relevant industry experience. Very strong mathematical background.
  • Proven experience of numerical programming.
  • Interest in financial or credit modelling (experience not a pre-requisite)
  • Excellent C++ for numerical applications essential including use of STL etc.
  • Experienced in SQL Excel and VBA
  • Good verbal reasoning skills: including the ability to communicate complex ideas effectively. Excellent verbal and written skills,
  • Ability to work in a team - sharing ideas and support all other team members. The ability to communicate effectively and gain the buy in at all levels on the client side - including senior management.
  • The ability to manage own work and time effectively.
  • Excellent stakeholder and relationship management skills and ability to develop and maintain strong internal and external network of contacts.
  Desirable

  • Knowledge of Numerical Algorithms Group (NAG) libraries.

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Recruiter Ref:
17956

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