- London, England, United Kingdom
- Hybrid
- Full-time · Manager
- £95K–£106K per year
- 4+ years
Lead the development of pricing, credit-risk and portfolio-management solutions across Business and Commercial Banking, combining quantitative modelling with modern software-development practices.
Compensation
£95,418 to £106,020
Responsibilities
- Own the methodology and lead the software implementation of Return on Risk Adjusted Capital models supporting the origination and pricing of commercial lending products.
- Build production-quality solutions for loan pricing, portfolio management, capital allocation, forecasting and credit-risk analytics.
- Develop reusable, well-documented and tested analytical code, applying version control, peer review and robust model-development standards.
- Use Python, C#, and SQL to work with large datasets, automate analytical processes and improve the efficiency and control of existing tools.
- Lead the application of advanced statistical and machine-learning techniques to identify growth opportunities, support client acquisition and deepen client relationships.
Requirements
- Postgraduate qualification, or equivalent experience, in mathematics, statistics, physics, quantitative finance or another highly quantitative discipline
- Nice to have: C#
- Nice to have: Machine learning
- Nice to have: Forecasting
- Nice to have: Optimisation techniques