Quantitative Model Development- Associate Director

Description

JOB TITLE:Quantitative Model Development- Associate Director

SALARY:£101,000 - £125,000 *depending on skills & experience

LOCATION:London

HOURS:Full time

WORKING PATTERN:Our work style is hybrid, which involves spending at least two days per week, or 40% of our time, at one of our office sites.

About this Opportunity:

We're hiring a quantitative modelling specialist to develop credit risk and pricing models across loans, bonds and securitised products. This role focuses on mark-to-market valuation, capital risk transfer and portfolio optimisation within a business and commercial banking environment.

The distribution team is responsible for building quantitative methods and tools to support market pricing of assets (MTM), capital risk transfer modelling and the execution of Collateral Debt Obligations (CDOs). The role offers the opportunity to work collab...