Quantitative Risk Analyst - Structured Finance - Capital Markets

Overview:

Excellent opportunity for an Analyst, with strong experience of Structured Finance and/or Capital Markets to join a growing non-banking financial institution. The successful candidate will be responsible for performing data and statistical analysis, supporting the creation and maintenance of statistical models. This role will entail providing oversight and Subject Matter Expertise in model creation/testing/validation, developing and initiating model strategies to support ongoing business initiatives and continued regulatory compliance.

This is a rare and exciting opportunity to join a FI who are on an uphill trajectory, and to be instrumental in their success.

Responsibilities include:

1. Establishing, monitoring and interpreting data aligned to overall business strategy, with a keen focus on managing risk.
2. Analysing data and producing Investor Reports.
3. Creating Waterfall reports from data received.
4. Modelling and building information/reports from relevant data.
5. Stress testing and quantitatively testing relevant data.
6. Providing data/analytical support to Senior Management.
7. Data manipulation and analysis, presenting findings and recommendations to Credit Risk Management.
8. Tracking portfolio performance and risk strategy results, in order to improve existing models and predictive results.
9. Reviewing relevant transaction/legal documentation and commenting, as required.
10. Attending meetings with Relationship Managers, as a Subject Matter Expert, as required.
11. Working with/liaising with overseas Quant team, to ensure smooth management of transactions and team collaboration.
12. Providing guidance and direction to colleagues regarding data analysis and the construction of predictive statistical models.
13. Liaising with internal contacts/stakeholders, to ensure adherence with Company's regulatory standards, policies and controls.

Skills/Experience

1. Strong, relevant Structured Finance and/or Capital Markets related Analytical and/or Quant experience.
2. Experience/Strong understanding of Structured Finance transactions (i.e. ABS, MBS and/or CLO).
3. Experience of Modelling, building and analysing data/Investor Reports.
4. Understanding of Credit Risk.
5. Ability to work autonomously, as well as part of a team.
6. Strong IT skills (i.e. SQL, MS Excel and/or VBA+).
7. Strong communication skills.
8. Educated to degree level or equivalent.
9. Experience of using ABS+ and Crystal Reports beneficial.