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Manager - Modelling, City of London
- GB - City of London
- £48000 - £64000 per annum
- Full-Time Permanent
- Banking - Accounting
- Cameron Kennedy
- 19-05-08
Job Description
Manager Modelling
London
£48,000-£64,000 + bens
This is an ideal opportunity to gain exposure to a wide range of credit and market risk modelling, capital assessment and other modelling areas across the whole business in an area where career development is a high priority.
As part of the specialist team, you will be assessing the effectiveness of risk management and the modelling process within project-based audits. You will also be responsible for providing specialist advice across the Audit group and to other areas of the business.
You will work with key people in the business, with possible secondments into these vital areas.
You will be strongly technically oriented and comfortable in dealing with quantitative projects within a financial environment and possess a sound grasp of statistical, mathematical and financial modelling. Highly motivated and possessing a keen interest in the practical application of models in a business context, you will be able to pick up new and varied techniques rapidly. Basel II knowledge would be an advantage.
Although you will not be expected to have in-depth knowledge of all the following areas, the Group will be looking for experience in a number of the following:
Credit Risk Modelling; VBA, Excel and Access; Credit Derivatives and their pricing; VaR and Stress Testing; Economic and Regulatory Capital; Retail Credit Risk Scorecards; Portfolio Management Techniques; Generic Market Risk Measures (eg, Greeks); Discounted Cash Flow Modelling; Data Manipulation; Actuarial Related Modelling.
A competitive salary with an excellent and extensive benefits package is offered to the successful candidate.
London
£48,000-£64,000 + bens
This is an ideal opportunity to gain exposure to a wide range of credit and market risk modelling, capital assessment and other modelling areas across the whole business in an area where career development is a high priority.
As part of the specialist team, you will be assessing the effectiveness of risk management and the modelling process within project-based audits. You will also be responsible for providing specialist advice across the Audit group and to other areas of the business.
You will work with key people in the business, with possible secondments into these vital areas.
You will be strongly technically oriented and comfortable in dealing with quantitative projects within a financial environment and possess a sound grasp of statistical, mathematical and financial modelling. Highly motivated and possessing a keen interest in the practical application of models in a business context, you will be able to pick up new and varied techniques rapidly. Basel II knowledge would be an advantage.
Although you will not be expected to have in-depth knowledge of all the following areas, the Group will be looking for experience in a number of the following:
Credit Risk Modelling; VBA, Excel and Access; Credit Derivatives and their pricing; VaR and Stress Testing; Economic and Regulatory Capital; Retail Credit Risk Scorecards; Portfolio Management Techniques; Generic Market Risk Measures (eg, Greeks); Discounted Cash Flow Modelling; Data Manipulation; Actuarial Related Modelling.
A competitive salary with an excellent and extensive benefits package is offered to the successful candidate.
- Cameron Kennedy
- CMP160931