Senior Quants Analytics Manager | S4 | Risk Division | London |
- Location
- Greater London, England, United Kingdom
strong risk culture and all our professionals at all levels are expected to take a proactive and responsible approach toward risk management. Retail & Commercial Banking is a global business integrating all our retail and commercial banking activities to better serve our customers, improve efficiency and drive value creation. working … Developing corporate rating models used by the Corporate & Commercial business teams for credit decisions, portfolio management and risk assessment. Developing scorecards for Business Banking customers. Building IRB models used to calculate Regulatory and Economic Capital in line with Basel and CRR requirements. Creating IFRS9 provision and expected credit loss models. ...