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AVP - Quantitative Analyst

  • Job type: Permanent
  • Location: Atlanta, Georgia
  • Salary: US$125000 - US$130000 per annum
  • Job reference: 273631/001_1561671334
  • Sector: Selby Jennings, Risk Management
  • Date posted: 27/06/2019

My client, a top financial servces organization is seeking a highly technical and quantitative risk professional to assume ownership of the development efforts for the firms predictive analytics models focusing on credit risk, collections, fraud, and finance models. As the AVP - Quantitative Analyst, the qualified individual will be joining a highly technical team and assume responsibility for the continued enhancement of firms Modeling and Predictive Analytics functions. The ideal candidate for the Risk Modeling role will be a seasoned quantitative risk professional with hands-on modeling experience in a development capacity, combined with advanced knowledge with Machine Learning and Predictive Analytics.

Responsibilities

  • Assume responsibility for the development of predictive models for credit risk, collections, and fraud models.
  • Lead ad-hoc reviews of conceptual soundness, assumptions, theory, estimations, and limitations of the model being validated
  • Take ownership of the identification and quantification of model risk for the firm
  • Perform ad-hoc Model Risk Management activities as necessary
  • Create publications and technical documents for the model being reviewed
  • Partner with key stakeholder and develop key relationships with working groups such as model validators and business leaders to ensure effective coverage for the MRM program.
  • Engage on technical and quantitative projects focused on emerging risk

Requirements

  • PhD (preferred) or MS in Quantitative Discipline
  • Advanced experience with Python, Matlab, R, or C++
  • Prior exposure to development of Credit Risk, Collections, or Fraud Models
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