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Model Development VP

  • Job type: Permanent
  • Location: New York
  • Salary: US$100000 - US$160000 per year
  • Job reference: 186321/003_1538581530
  • Sector: Selby Jennings, Risk Management
  • Date posted: 03/10/2018

A Top Global Investment Bank is hiring several Senior Associate's on their Quantitative Modeling team. They are looking for candidates who have multiple years of experience developing credit risk models for consumer portfolios. Candidates should have at least 2 years of experience using SAS, R, Python etc. The incumbent will be required to build models using traditional statistical methods (Logistic/Linear Regression, Decision Trees) as well as able to leverage Machine Learning techniques (Cluster Analysis, SVM, Random Forest etc.) If you are interested in joining a rapidly growing team at an innovative platform, please see the below details and apply below.

Preferred Requirements:

  • Proficiency in SAS, R, Python
  • Graduate degree in a quantitative field (Ph.D. highly preferred)
  • Experience developing PD, LGD, EAD models
  • Knowledge of consumer credit risk models is a plus
  • Experience using machine learning algorithms a plus
  • Strong communication and presentation skills
  • Ability to act independently and work in a team with others at times
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