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Manager, Credit Risk Quantitative Modeling

  • Job type: Permanent
  • Location: San Francisco
  • Salary: $140000 - $180000 per annum
  • Job reference: Selby2018.2345
  • Sector: Banking and Finance, Selby Jennings, Risk Management
  • Date posted: 09/02/2018
Title: Manager Level - Credit Risk Quantitative Modeling
Location – Washington, DC (relocation provided)
Salary – $140-180k + excellent bonus & benefits
 
Description:
A leading US based financial institution is looking to expand its risk analytics group with a key hire within the team. The role will report directly into the Head of Credit Risk Analytics.

The Teams focus is on the development and implementation of quantitative risk models to support the firm’s internal rating-based (AIRB) approach to risk under Basel II. This will involve developing PD and LGD models for the groups key counterparts and credit exposures. This will allow candidates to gain unrivalled exposure to counterparties and senior internal stakeholders.

With the role being at the Manager level there will be some managerial aspects of overseeing junior analysts within the team and with the group looking to expand 2018-2019 there will be potential to take on some direct reports.

Key Requirements
  • Excellent Quantitative academic qualifications (PhD preferred)
  • 7+ years of experience in consumer or commercial risk
  • 5+ years of experience in risk scoring and forecasting models 
  • Retail / Card risk modelling experience is preferred.
  • Strong PD / LGD modelling experience
  • Good understanding of Basel requirements
  • Excellent programming skills (SAS, MATLAB, C++)
  • Strong Communication skills
  • Willing to relocate to Washington DC
If you are interested in learning more about this position please apply in! I look forward to speaking with you shortly. 

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