A well respected, global investment bank has recently seen several new additions to its management structure and is looking to continue in this vain by recruiting a new Global Head of Risk Analytics and Solutions. Along with many of the business heads, this role will be based in Asia and sits within the wholesale banking division of the bank.

Among other things, the successful candidate will be responsible for a great deal of the group's A-IRB (Advanced Internal Rating Based Approach) which refers to a set of credit risk measurement techniques proposed under Basel II capital adequacy rules.  Under this approach our client is allowed to develop its own empirical model to quantify required capital for credit risk and will use its own quantitative models to estimate PD, EAD, LGD and other parameters such as RWA.

This is an excellent opportunity to build from the ground up, offering the flexibility to operate and implement ideas with a great deal of independence. As such, the likely candidate for this position will be well respected Credit Risk Analytics Head with advanced A-IRB skills and experience encompassing such products as Ship Financing and Infrastructure Products. You must have an expert knowledge of regulatory rules and ideally knowledge of local regulators in Korea, Taiwan, Malaysia, etc. You must also have an expert knowledge of Economic Capital modelling and considerable experience of running a similar team demonstrating strong management and leadership skills.

If you come from such a background and would like to find out more about this exciting opportunity, please contact William Mitchell at Phi Partners Global (wm@phipartners.com) for full details.

To apply:

Please contact William Mitchell on +44 (0) 20 3170 6355 or wm@phipartners.com

Phi Partners Global is a London based search and selection company specialising in banking technologies, quantitative finance, front office, and risk management across all product classes. Our Clients include pre-eminent names in the Investment Banking and Alternative Asset Management communities globally. We provide a practical and effective service to candidates and clients. If you are seeking to recruit within this sphere or have professional experience of more than one year in this area then we would be pleased to hear from you.