Accessibility Links

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
Similar jobs
Scenario Expansion Model Development VP
  • Job type: Permanent
  • Location: New York
  • Salary: US$150000 - US$180000 per year + Competitive
  • Description One of the world's top investment bank's highly respected Quant Analytics team responsible for designing and producing Stress Testing scenarios is actively growing and looking for a technically
Model Validation
  • Job type: Permanent
  • Location: Waterbury, Connecticut
  • Salary: US$100000 - US$150000 per year
  • Description Model Validation Location: Waterbury, CT Company Overview: My client is a leading global client services firm specializing in digital transformation. Working with the worlds largest retail banks
Director, Economic Scenario Model Development
  • Job type: Permanent
  • Location: New York
  • Salary: US$250000 - US$300000 per year + Competitive
  • Description A leading international bank's highly respected Quant Analytics group is looking for a leader to join their team in designing and producing Stress Testing scenarios
Director of Operational Risk/Stress Testing
  • Job type: Permanent
  • Location: Washington, District of Columbia
  • Salary: US$200000 - US$240000 per year
  • Description A rapidly growing financial institution located in Washington, DC is seeking to add a well-versed Operational Risk professional to develop and implement new processes
VP - Operational Risk & Control Testing
  • Job type: Permanent
  • Location: Charlotte, North Carolina
  • Salary: US$150000 - US$200000 per annum
  • Description My client, a top banking organization with a presence across the US is seeking a seasoned Compliance, Risk, and/or Internal Audit professional to assume ownership of the Compliance Testing and