Accessibility Links

Director Credit Risk Model Development

  • Job type: Permanent
  • Location: New York
  • Salary: US$120000 - US$130000 per annum
  • Job reference: 156671/001_1528818366
  • Sector: Quantitative Finance, Selby Jennings
  • Date posted: 12/06/2018

A leading financial institution is seeking highly quantitative individuals to join their industry leading model development team. This team is responsible for managing all facets of the modeling process, including the development, implementation, and validation across all of the firms' models such as credit risk, market risk, trading models and more. An ideal candidate will possess a strong quantitative and analytical background and have the desire to contribute to a fast-paced environment. Candidates joining this team will establish innovative modeling techniques and will have unique access to senior management.

Responsibilities:

  • Develop a variety of models for the firm's consequential risk portfolio

  • 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. or Master's degree in a quantitative field

  • Experience working on building a variety of models from scratch

  • Experience working within financial services, developing or validating risk models

  • Strong analytical and communication skills

Similar jobs
£160bn Asset Management - Sales Support
  • Job type: Permanent
  • Location: London
  • Salary: Competitive
  • Description Institutional Sales Support £160bn+ Global Asset Management Firm Our client a global asset management firm is looking to add a sales support to their team, to assist with the day to day running of the
Trade Finance - Luxembourg
  • Job type: Permanent
  • Location: Luxembourg
  • Salary: Negotiable
  • Description A globally established metals trading company is looking to add to their Trade Finance team in Luxembourg.
LNG Trader - London, United Kingdom
  • Job type: Permanent
  • Location: London
  • Salary: Competitive
  • Description LNG Trader A globally established European major with an established LNG and Gas portfolio are looking to add a trader to their already established desk. The ideal candidate would have a background
Senior Product Control Analyst
  • Job type: Permanent
  • Location: London
  • Salary: Competitive
  • Description A global energy company is currently looking to hire Senior Product Control Analyst with experience of P&L production for their trading support team. The role entails considerable interaction
Quantitative Model Review Analyst
  • Job type: Permanent
  • Location: London
  • Salary: Negotiable
  • Description Description A leading Investment Bank is looking to expand its quantitative model review group covering models primarily across the product valuation, algorithmic trading