Overview:
Excellent opportunity for an experienced Quantitative Risk Specialist/Analyst, with strong experience of Structured Finance and/or Capital Markets to join a growing non-banking financial institution. The successful candidate will be responsible for performing advanced data and statistical analysis, supporting the creation and maintenance of statistical models (i.e. Regression and Multivariate). This role will entail providing oversight and Subject Matter Expertise in model creation/testing/validation, developing and initiating model strategies to support ongoing business initiatives and continued regulatory compliance.
This is a rare and exciting opportunity to join a FI who are on an uphill trajectory, and to be instrumental in their success.
Responsibilities include: Establishing, monitoring and interpreting data aligned to overall business strategy with a keen focus on managing risk. Using working knowledge of Credit Risk databases to provide data/analytical support to Senior Management. Data manipulation and analysis using SQL, SAS and MS Excel, presenting findings and recommendations to Credit Risk Management. Tracking portfolio performance and risk strategy results, in order to improve existing models and predictive results. Analysing data and producing Investor Reports. Creating Waterfall reports from data received. Modelling and building information/reports from relevant data. Stress testing and quantitatively testing relevant data. Working with/liaising with US based Quant team, to ensure smooth management of transactions and team collaboration. Providing guidance and direction to colleagues regarding all aspects of data analysis and the construction of predictive statistical models. Mentoring and supervising less experienced team members, utilising knowledge and expertise to assist in developing their statistical modelling acumen (i.e. Segmentation Analysis, Logistic Regression, Decision Trees and Multivariate). Liaising with internal teams in UK and US, to ensure adherence with Company's regulatory standards, policies and controls. Reviewing relevant transaction/legal documentation and commenting, as required. Attending meetings with Relationship Managers, as a Subject Matter Expert, as required.
Skills/Experience Strong, relevant Structured Finance and /or Capital Markets related Quant experience. Advanced knowledge of SQL, MS Excel and VBA+. Experience of using ABS+ and Crystal Reports beneficial. Experience of Modelling, building and analysing data / Investor Reports. Demonstrated ability to communicate complex concepts, and ability to manipulate and analyse data across databases. Experience/Strong understanding of Structured Finance transactions (i.e. ABS, MBS and/or CLO). Understanding of Credit Risk. Ability to work autonomously, as well as part of a team. Strong communication skills. Educated to degree level or equivalent in related Mathematical/Quant related field.
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Excellent opportunity for an experienced Quantitative Risk Specialist/Analyst, with strong experience of Structured Finance and/or Capital Markets to join a growing non-banking financial institution. The successful candidate will be responsible for performing advanced data and statistical analysis, supporting the creation and maintenance of statistical models (i.e. Regression and Multivariate). This role will entail providing oversight and Subject Matter Expertise in model creation/testing/validation, developing and initiating model strategies to support ongoing business initiatives and continued regulatory compliance.
This is a rare and exciting opportunity to join a FI who are on an uphill trajectory, and to be instrumental in their success.
Responsibilities include: Establishing, monitoring and interpreting data aligned to overall business strategy with a keen focus on managing risk. Using working knowledge of Credit Risk databases to provide data/analytical support to Senior Management. Data manipulation and analysis using SQL, SAS and MS Excel, presenting findings and recommendations to Credit Risk Management. Tracking portfolio performance and risk strategy results, in order to improve existing models and predictive results. Analysing data and producing Investor Reports. Creating Waterfall reports from data received. Modelling and building information/reports from relevant data. Stress testing and quantitatively testing relevant data. Working with/liaising with US based Quant team, to ensure smooth management of transactions and team collaboration. Providing guidance and direction to colleagues regarding all aspects of data analysis and the construction of predictive statistical models. Mentoring and supervising less experienced team members, utilising knowledge and expertise to assist in developing their statistical modelling acumen (i.e. Segmentation Analysis, Logistic Regression, Decision Trees and Multivariate). Liaising with internal teams in UK and US, to ensure adherence with Company's regulatory standards, policies and controls. Reviewing relevant transaction/legal documentation and commenting, as required. Attending meetings with Relationship Managers, as a Subject Matter Expert, as required.
Skills/Experience Strong, relevant Structured Finance and /or Capital Markets related Quant experience. Advanced knowledge of SQL, MS Excel and VBA+. Experience of using ABS+ and Crystal Reports beneficial. Experience of Modelling, building and analysing data / Investor Reports. Demonstrated ability to communicate complex concepts, and ability to manipulate and analyse data across databases. Experience/Strong understanding of Structured Finance transactions (i.e. ABS, MBS and/or CLO). Understanding of Credit Risk. Ability to work autonomously, as well as part of a team. Strong communication skills. Educated to degree level or equivalent in related Mathematical/Quant related field.
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