Portfolio Management Associate, Data & Analytics
- Location
- Greater London, England, United Kingdom
join our Capital Markets team. You will build the code and data models that monitor our capital mandates, and own the performance and scenario analysis that goes to our lenders, investors and senior management — the infrastructure and the interpretation. Key Responsibilities Own portfolio monitoring for our capital mandates … stand behind the accuracy and the commentary that goes with them Assess and manage the performance of underlying capital mandates: vintage and cohort analysis, loss curves, yield and advance-rate decomposition, and the early-warning indicators that flag problems before month end Build the scenario and sensitivity analysis ...