Corporate and Private Bank Quantitative Strategist
- Location
- Greater London, England, United Kingdom
infrastructure functions to help deliver the efficiency, control, and transformation goals of the Bank. Strats combine expertise in quantitative analytics, modelling, pricing and risk management with deep understanding of system architecture and programming. Their primary output is a scalable and flexible Front Office pricing and risk management system. … funding costs and capital hurdles Design incentive structures for businesses around financial resource consumption, allocation, and capital optimisation Drive alignment across Front Office, Credit Risk Management, and Finance for financial resource calculations Assist and support in building and calibrating credit risk capital models using historical default ...