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Model Risk Manager

  • Job type: Permanent
  • Location: Los Angeles, California
  • Salary: US$100000 - US$200000 per year
  • Job reference: 182921/002_1550867792
  • Sector: Selby Jennings, Risk Management
  • Date posted: 22/02/2019

A Top financial services firm is looking for VP level candidates who have at 5 - 10 years of experience developing or validating quantitative models for credit risk. Candidates will not only be responsible for developing and validating credit risk models but also need to communicate with senior management and business stakeholders, so communication and presentation skills are imperative. Candidates will also need to have very strong programming skills in SAS, SQL, Python, R etc. This is an opportunity to utilize your quantitative skill set to bring meaningful insight to a growing team at a top institution.

Requirements include:

  • Graduate degree in a quantitative field (Ph.D. highly preferred)
  • Strong background with SAS, Python or R
  • 5 years of experience developing or validating credit risk models (consumer portfolio experience is a plus)
  • Experience leading others or leading projects
  • Excellent communication skills (written and verbal)
  • The ability to work independently

Please apply below if you are interested!

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