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Credit Risk Quantitative Analyst

  • Job type: Permanent
  • Location: Chicago
  • Salary: $120000 - $130000 per annum
  • Job reference: RTMY012918853
  • Sector: Banking and Finance, Selby Jennings, Risk Management
  • Date posted: 09/02/2018
Title: Credit Risk Quantitative Analyst
Location: Chicago, IL
Compensation range: 120-130k  + bonus and benefits

You will sit within the Model Risk Office, lead the validation of loss forecasting, stress testing, and Basel models used to measure risk and calculate capital requirements.  The total team size is over 200 quantitative analysts, data scientists and statisticians, but you will sit within an agile team of 15-20 people across two offices.

Responsibilities:
  • Develop and implement loss forecasting validation strategies
  • Assess the quality and risk of model methodologies, outputs, and processes
  • Develop alternative model approaches to assess model design and advance future capabilities
  • Understand technical issues in econometric and statistical modeling and apply these skills toward assessing model risks and opportunities
Qualifications: 
  • Doctorate in quantitative field including Statistics, Mathematics, or Economics
  • 1 - 3 years’ experience in credit risk modeling and analysis
  • Strong verbal and written communication skills
If you would be open to learning more about this position please apply
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