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Head of Credit Risk Modeling

  • Job type: Permanent
  • Location: New York
  • Salary: $150000 - $250000 per annum
  • Job reference: dafasdfasdf
  • Sector: Banking and Finance, Risk Management, Selby Jennings
  • Date posted: 05/04/2018

Title: Head of Credit Risk Modeling
Location: New York, NY
Compensation: $150,000 - $250,000 

Currently working with a  global leader in financial information services with operations all over the world. Their newly created Model Development Team is looking for a seasoned statistical modelling expert to manage the statistical modelling projects with 1-2 direct reports. You should be an SME within the development and enhancement of statistical models.

Responsibilities:

  • Lead the model development process including model design, implementation, testing, and documentation
  • Create statistical modeling best practices
  • Evaluate the soundness of the statistical modeling methodology and data validity
  • Ensure the proper use of underlying data and data sampling technique
  • Examine the statistical results and their significance
  • Lead the model design and architecture
  • Guide and mentor junior members for model implementation, testing, and documentation
  • In charge of the project management and quality control

Requirements:

  • Master’s degree or higher in statistics, PhD preferred
  • Solid statistical and modeling experience in R, Excel or Python
  • 8 – 15yrs experience in financial modeling preferably in RMBS
  • Previous exposure to credit rating analysis a plus
  • Management experience – current team size of 2


If you would be interested in learning more about this role please apply in with an updated resume, preferably in a Word format. 

 

 



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