Senior Quants Analytics Manager | S4 | Risk Division | Multiple Locations
- Location
- Milton Keynes, England, United Kingdom
limited to):* 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 ...