Credit Portfolio Analytics Quant – Global Investment Bank - San Francisco/Los Angeles, CA

This top tier bank is seeking to add a portfolio analytics/credit risk quant to its time in order to assist Credit Portfolio managers in management decisions.

This top tier bank is seeking to add a portfolio analytics/credit risk quant to its time in order to assist Credit Portfolio managers in management decisions.  Within the credit and portfolio risk space, this role offers an incredible opportunity to perpetuate your career into the upper sphere of front office portfolio risk management.  

Locations:   San Francisco/Los Angeles, CA

The role:

• Credit portfolio analytics for a credit focused portfolio.

• 360 degrees of credit risk and portfolio risk – active stress testing and VaR analysis.

• Exposure to various aspects of the banks mortgage portfolio and commercial side as well.

• Analyze deal-specific risk adjusted return and capital impact, hedge performance analysis, asset allocation and other portfolio management analysis.

• Utilize market data to perform portfolio risks and risk adjusted return analysis.

• Use advanced financial knowledge and experience to enhance bank’s risk analytics and modeling with strong analytical abilities and risk methodology.

Requirements:

• An excellent quantitative or risk PhD/MSc from a top school

• Exposure to credit analytics from another bank or credit focused hedge fund.

• 3+ years of works experience in credit risk and/or portfolio risk.

• Outstanding analytical abilities and the ability to work efficiently and independently

• Strong understanding of credit and fixed income space

• Strong statistical and mathematical ability is required

• Position requires strong project management and communication skills, as well as outstanding analytical abilities

• Strong programming skills in Matlab, SAS, VBA

KEY WORDS:

credit risk, portfolio risk, portfolio attribution, credit, fixed income, commercial products, mortgages, portfolio construction, risk analytics, statistics, modeling, MATLAB, SAS, VBA, CDS, bond, loan, pricing

This is an immediate hire, interviews are to begin soon and early application is advised. GQR also welcomes tentative enquiries from suitably qualified individuals.

Confidentiality and utmost discretion is 100% assured.

APPLY | quant-jobs@g-q-r.com

VISIT US | www.g-q-r.com/vacancies

While a resume is preferable we also welcome tentative enquiries from well-qualified persons. To speak with an agent please contact one of our regional offices using the contact details listed below. Utmost confidentiality and discretion is assured.

LOS ANGELES | 1.310.806.9333

12100 Wilshire Boulevard, Los Angeles, CA 90025 | Office Hours: 6.00-21.00 PDT

LONDON | 020.3207.9090

St Clements House, London, EC4N 7AE | Office Hours: 9.00-21.00 GMT

NEW YORK | 1.212.763.8333

1325 Sixth Avenue, New York, NY 10173 | Office Hours: 9.00-21.00 EDT

HONG KONG | 852.3678.6738

2 Exchange Square, 8 Connaught Place, Central | Office Hours: 9.00-21.00 HKT

VISIT US | www.g-q-r.com | www.g-t-r.com | www.gqrgm.com 

GQR Global Quant,  GQR Global Trading,  GQR Global Markets

We operate globally and leverage our extensive relationships to unite the most talented people with the most intellectually and financially rewarding career opportunities throughout Europe, the United States, Asia and the Middle East.

We are committed to protecting and respecting your privacy. Information on our privacy policy, together with our terms of business are available at www.g-q-r.com