Summary

Corporate Bank Strat role in London focused on quantitative pricing, credit risk, stress testing and portfolio analytics for corporate bank loans. The position uses c++ and python to build production-grade front office pricing and risk solutions in a hybrid working environment.

Responsibilities

• Develop quantitative pricing and risk models
• Build production-grade front office risk solutions
• Define capital and expected credit loss methodologies
• Integrate trade market and collateral data
• Translate portfolio analytics into risk decisions
• Partner with front office risk technology