Capital Quantitative Strategist
London 10 Upper Bank Street, United Kingdom
R
GBP 64K-72K (estimate) Mid-level Full Time
Tasks
- Align front office credit risk management and finance for resource calculations
- Analyse regulatory calculations and reporting
- Build data models for capital allocation
- Design capital optimization incentive structures
- Develop calculation platform and processes
- Implement capital planning prototypes
- Model credit risk metrics and reporting
- Perform "what-if" analysis
Perks/Benefits
- Flexible benefits
- Gym benefits
- Hybrid work
- Life assurance
- Non-contributory pension
- Paid time off
- Private healthcare
- Volunteering leave
Skills/Tech-stack
Accounting rules | C++ | Credit Risk | Data Modeling | Python | Quantitative analytics | Regulatory Reporting | Risk Weighted Assets | What If | What-if analysis
Education
N/A
Roles
Analyst | Quantitative Analyst | Quantitative Strategist | Strategist
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