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AVP-VP Model Validation | Global Investment Bank

  • Job type: Permanent
  • Location: New York
  • Salary: $125000 - $175000 per annum
  • Job reference: sfsdd4
  • Sector: Banking and Finance, Quantitative Finance, Risk Management, Selby Jennings
  • Date posted: 19/07/2017
A global investment bank in NYC is looking to hire at the AVP-VP level in model validation for their global retail portfolio. This is within a highly influential and autonomous group that will have implementation control of all global retail models. 

This team functions in a highly technical setting as it utilizes SAS and Python on a daily basis. You will be hands on developing and validating quantitative models as well as hands on programming. It is a data driven role and presents to senior stakeholders.

Requirements include:
  • 3+ years experience in credit risk
  • 3+ years risk modeling or predictive modeling
  • Daily usage in "big data" environments
  • Must have hands on statistical programming
  • Strong communication and presentation skills
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