Accessibility Links

Quantitative Credit Risk Manager

  • Job type: Permanent
  • Location: Los Angeles, California
  • Salary: US$100000 - US$150000 per annum
  • Job reference: 188421/001_1533593369
  • Sector: Selby Jennings, Risk Management
  • Date posted: 06/08/2018

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 of VP level there will be some managerial aspects of overseeing junior analysts within the team and with the group looking to expand in 2019 there will be potential to take on some direct reports.

Key Requirements:

  • Excellent Quantitative academic qualifications (PhD preferred)
  • 2-5yrs experience within a related function (Risk modelling, Quantitative Analytics)
  • Wholesale risk modelling experience is preferred.
  • Strong PD / LGD modelling experience
  • Good understanding of Basel II
  • Excellent programming skills (SAS, MATLAB, C++)
  • Strong Communication skills
  • Willing to relocate to Los Angeles
Similar jobs
Quantitative Strategist | Multi-Strat Hedge Fund
  • Job type: Permanent
  • Location: New York
  • Salary: US$285000 - US$600000 per annum
  • Description I'm working with a rapidly growing systematic hedge fund in NYC that is looking to bring on algorithmic traders who have a successful track record in running automated trading strategies
Actuarial Associate- Financial Reporting
  • Job type: Permanent
  • Location: Denver, Colorado
  • Salary: US$100000 - US$135000 per annum
  • Description A leading global insurance firm is currently seeking an active and motivated individual to join their actuarial valuation team with a concentration on STAT, GAAP and IFRS financial reporting.
Risk Management Broker Dealer Specialist
  • Job type: Permanent
  • Location: New York
  • Salary: US$100000 - US$130000 per annum
  • Description A top global bank is looking for a market risk management specialist to join their securities/broker dealer subsidiary. This is an essential hire where you will be responsible for addressing market
Credit Risk Manager
  • Job type: Permanent
  • Location: Connecticut
  • Salary: US$120000 - US$160000 per annum
  • Description A top global bank is currently looking to hire a credit risk manager to join their Hedge Fund Credit Risk team. In this role you will be responsible for covering a portfolio of hedge fund
Quantitative Research Associate
  • Job type: Permanent
  • Location: New York
  • Salary: US$120000 - US$200000 per annum
  • Description Team Description: The Equity Research team at a well known New York based equity trading firm is looking for a new Quant Research Associate to join the group. This team interfaces with many areas of