Associate Director, Quantitative Analytics, Distribution

Datatech Analytics
Published
April 29, 2022
Location
London, United Kingdom
Job Type
Job Ref
J12176

Description

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?

Responsibilities
• 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.

Required skills
• 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!

Alternatively, you can refer a friend or colleague by taking part in our fantastic referral schemes! If you have a friend or colleague who would be interested in this role, please refer them to us. For each relevant candidate that you introduce to us (there is no limit) and we place, you will be entitled to our general gift/voucher scheme.

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

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