Economic Capital Quant - Credit Risk Portfolio Management
Location:
UK-London
Remuneration:
Good package
Position Type:
Employee
Employment type:
Full time
Work permit req:
EU
Updated:
08 Aug 2008
eFC Ref no:
442253
You will be responsible for managing the portfolio models & analytics used by the portfolio managers.
Excellent opportunity to join a small but expanding team in a large investment bank. You will have the opportunity to take on as much responsibility as you want in a role which will offer a lot of variety and the opportunity to progress your career quickly.
You will need experience in the following:
Economic Capital Models
RAROC
Correlation models
Credit Risk measurement (PD, LGD)
Knowledge of portfolio theory
Numerical MSc
Over 4 years+ financial markets experience
Apply before 19 July for immediate consideration and more details.
