Associate Director, Quantitative Analytics - London/Hybrid - Up To £95K + Bonus - J12176
Are you an exceptional professional that would thrive in taking forward a progressive commercial bank within the quant-modelling field?
• Build methodologies and tools to optimise portfolio returns, including asset selection, developing frameworks to identify the optimal distribution opportunities and calculating the economic value of distribution and hedging transactions.
• Engage in research as required into ground breaking techniques for building and testing portfolio optimisation, quantitative risk management, credit models, market and economic valuations.
• Develop quantitative tools and prototypes to price loans, bonds and CDOs.
• Work closely with capital markets and business specialists to ensure accurate assessment and consideration of risks for pricing.
• Outstanding mathematical skills ideally with a MSc/PHD
• Extensive experience in quantitative credit modelling and pricing valuation
• Knowledge of credit hedging and securitisation, especially within the Banking book.
• Development of quantitative models/linear programming (C or Python) for portfolio optimisation loan pricing and CDOs are ideal
If this sounds like the role for you then please apply today!
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Datatech is one of the UK's leading recruitment agencies in the field of analytics and host of the critically acclaimed event, Women in Data. For more information, visit our website: www.datatech.org.uk