Quantitative Manager

  • Location

    England

  • Sector:

    Banking & Financial Services

  • Job type:

    Permanent

  • Salary:

    £65000 - £75000 per annum + Plus Bonus + Benefits

  • Contact:

    Maria Demetri

  • Contact email:

    trdaxtraadresp@thesrgroup.com

  • Job ref:

    PR/208592_1649079299

  • Published:

    about 1 month ago

  • Expiry date:

    2022-05-04

  • Startdate:

    ASAP

Quantitative Manager | London OR Manchester | Offering up to £65,000 - £75,000 Per Annum Plus Bonus & Benefits

A fantastic opportunity for a candidate with excellent quantitative ability and experience in mathematical approaches has arisen due to the team expanding.

My client, a large retail and commercial bank, is looking for a Quantitative Manager for both the London & Manchester offices. This high-profile role will sit within the Provisions & Stress Testing Methodology team.

The successful candidate will be responsible for the development and maintenance of a suite of models that cover both retail and corporate portfolios.

About the role…

  • Working alongside a team of technical experts through the development and ongoing maintenance of IFRS9 and stress test models using AGILE planning techniques.
  • Inspiring colleagues by sharing knowledge, giving feedback and supporting innovation.
  • Creating models that meet the needs of our stakeholders by collaborating with them throughout the development process.
  • Setting industry-leading standards for model developments, documentation, monitoring and ongoing model reviews.
  • Being part of a team that continually looks to improve the way we do things.

Skills & Experience …

  • Proven track record and practical skills in model developments (IFRS9, IRB and stress testing methodologies.)
  • Excellent quantitative ability and experience in relevant mathematical approaches (time series forecasting, scorecards, transition matrices, decision trees.)
  • Thorough understanding of regulatory / accounting requirements applicable to the area of modelling (IFRS9, stress testing, IRB)
  • Proficient programming skills to develop risk models and tools (SAS, Python or R)
  • Relevant academic qualification (or equivalent experience) in quantitative subject (mathematics, physics, statistics, econometric
  • Ability to continually develop and improve modelling methodologies and standards will make you a key player within the bank.

If this role sounds like what you're looking for then apply now! Attentively, please get in touch mariademetri@taylorroot.com / 0207 332 2450.

Please note our advertisements use PQE/salary levels purely as a guide. However we are happy to consider applications from all candidates who are able to demonstrate the skills necessary to fulfil the role.

Please note that your personal information will be treated in accordance with our Privacy Policy.