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Director Credit Risk Modeling

  • Job type: Permanent
  • Location: New York
  • Salary: Negotiable
  • Job reference: 342471/001_1562885157
  • Sector: Selby Jennings, Risk Management
  • Date posted: 11/07/2019


  • Develop stress testing and macro-economic forecasting models that meet the international regulatory and accounting requirements

  • Develop and maintain credit models for the corporates and retail portfolios including PD/LGD/EAD

  • Support regulatory projects as required (e.g. US CECL, CCAR/DFAST, IFRS9, Basel IV)


  • Masters or Ph.D in a Quantitative field

  • Strong experience in credit risk with an understanding of regulatory practice

  • Experience with high-level programming language and statistical modeling software preferably in R

  • Credit risk modelling in real estate financing is beneficial

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