Quantitative Risk Analyst - Loan Pricing Models - AVP

Quantitative Risk Analyst - Loan Pricing Models - AVP
Quantitative Risk Analyst – Loan Pricing Models
Quantitative Risk Analyst is required to join a banking business in their City of London office. This is a permanent position (Hybrid), offering £75,000 to £85,000 as a base salary.
Joining a credit portfolio management team, this person will be split between both the front office portfolio strategy and risk management teams. The key goal of this role is the creation of and the maintenance of asset profitability models and loan pricing models for the Portfolio Strategy team. When not working on the models, this person will also assist the risk management team with more traditional risk management modelling tasks such as ICAAP and Stress Testing. The ideal candidate will have built a loan pricing model from scratch and a good understanding of ROE pricing models.
Key requirements:
Experience in loan pricing / profitability models / ROE pricing models
Experience in building and coding models (Python & R)
Excellent Excel capabilities
Quantitative education
This is a great opportunity for someone who wants to be a key part of a growing area of the business, building and maintaining critical profitability models. Applications are reviewed on a regular basis so please apply today to talk to one of Kite's consultants about this exciting opportunity.
Quantitative Risk Analyst – Loan Pricing Models
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