At a Glance
- Tasks: Develop advanced credit risk and pricing models for loans, bonds, and structured products.
- Company: Join Lloyds Bank plc, a leading financial institution in London.
- Benefits: Enjoy hybrid working, competitive salary, and an extensive benefits package.
- Other info: Opportunity for career growth in a dynamic and supportive environment.
- Why this job: Apply your mathematical skills to make a real impact in financial services.
- Qualifications: Strong mathematical skills and experience in financial services required.
The predicted salary is between 60000 - 80000 £ per year.
Lloyds Bank plc in London is seeking an Associate Director in Quantitative Model Development to work on credit risk and pricing models. Candidates should have strong mathematical skills and experience in financial services. This role offers hybrid working and a chance to apply advanced quantitative techniques.
The position includes developing models for loans, bonds, and structured products, requiring a deep knowledge of credit modelling and valuation methodologies. A competitive salary and extensive benefits package are offered.
Lead Quantitative Credit Risk Modeling employer: Lloyds Bank plc
Lloyds Bank plc is an exceptional employer, offering a dynamic work environment in the heart of London where innovation meets tradition. With a strong focus on employee development, we provide extensive training and growth opportunities, alongside a competitive salary and comprehensive benefits package. Our hybrid working model promotes a healthy work-life balance, making Lloyds Bank a rewarding place to advance your career in quantitative credit risk modeling.
