Accessibility Links

AVP Model Developer

  • Job type: Permanent
  • Location: Chicago
  • Salary: Competitive
  • Job reference: lmh442
  • Sector: Banking and Finance, Selby Jennings, Quantitative Finance
  • Date posted: 09/02/2018
A leading financial firm with over $30B AUM is seeking highly quantitative individuals to join their industry leading core model development team. This team is responsible for managing all facets of the modeling process, contributing to a variety of consumers and businesses worldwide. An ideal candidate will possess a strong financial and analytical background focusing on the development of wholesale models. Candidates joining this team will establish innovative modeling techniques and will have unique access to senior management. 

Responsibilities:

  • Develop a variety of wholesale models for the firm’s portfolio 
  • Enhance ALLL financial and analytical models 
  • Utilize machine learning and next-generation analytics to build core robust models
  • Analyze, develop and implement credit risk strategies
  • Maintain existing relationships with stakeholders and partners
Qualifications:
  • Ph.D., Master's or Bachelors degree in a quantitative field
  • 2-5 years of experience working in a similar space
  • Experience working within financial services, developing or validating wholesale models
  • Strong analytical and communication skills 
Similar jobs
Credit Risk Modeler
  • Job type: Permanent
  • Location: Boston, Massachusetts
  • Salary: Negotiable
  • Description Title: Credit Risk Modeler Company Summary: Professional client services firm focusing on driving digital transformation to large institutional banking clients. You will play a key role in credit risk