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Global Head of Portfolio Analytics

Salary £160k
Type Permanent
Location London
Sector Credit & Risk Management
Job Reference T55/TXH/29305
Contact Tim Holbrough
Date posted 12-07-2018

Global Bank seeking a Head of Portfolio Analytics to join their London office.

Key responsibilities
• Responsible for the development of stress test and Pillar 2 methodologies that meets both internal standards and regulatory expectations. This will require significant engagement with areas such as Front Office, Traded Risk, Finance and IMR.
• As well as making key decisions on the methodology, the role will be expected to either lead or significantly contribute to discussions on the appropriate implementation of the model.
• Keep abreast of new and emerging modelling requirements and become the thought leader in how these should be addressed. Engage in industry discussions where appropriate.
• Lead model initiatives to improve the transparency of the risk and capital measures originating from the models. This is to better inform senior management decisions..
• Actively identify opportunities to re-engineer existing processes/models to drive efficiency and quality of outputs.

Skills/ Experience required
• Strong analytical skills. Minimum Masters level in Math/Science/Engineering discipline
• Extensive knowledge of trading book regulation
• Extensive experience of developing risk and/or stress test models
• Ability to assess market and regulatory trends
• Good understanding of other areas, e.g. Finance, Credit, ALM
• Strong leadership, communication and engagement skills
• Persuasive, including an ability to influence without direct authority

For applications or enquiries, email

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Contact Tim about this job

AVP, Consultant