Director, CCM Quantitative Analytics

This is an exciting opportunity to partner with CCM product specialists across the regions to help ensure models and analytics are optimised to serve the CIB franchise and structural market conditions in each region. You’ll support and coordinate workstreams contributing to the build of the industry-leading Python Felis Analytics Platform, working in cross-functional teams to deliver analytics products to the CCM business.

You will also contribute to a global programme to build and utilise a set of tools that leverage capital and credit models to optimise portfolio strategy, improve risk-adjusted returns, and deepen understanding of portfolio risk.

In this role you’ll focus on:

Portfolio analytics & portfolio management

• Develop and enhance portfolio analytics to monitor and explain performance and risk (e.g., concentration, migration, default/loss experience, utilisation, limit and e...