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Director Credit Risk Model Development

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

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