Accessibility Links

Quantitative Credit Risk Validation - AVP

  • Job type: Permanent
  • Location: Los Angeles, California
  • Salary: US$100000 - US$120000 per year
  • Job reference: 188421/002_1536594350
  • Sector: Selby Jennings, Risk Management
  • Date posted: 10/09/2018

Description:

A leading US based bank 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 and also a dotted reporting line into the Quantitative Analytics group

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.

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

Similar jobs
Front Office Market Risk Quant - VP
  • Job type: Permanent
  • Location: New York
  • Salary: Competitive
  • Description A top multinational investment bank is growing its all-star risk modeling team that is responsible for best-in-class market risk (VaR) and market risk capital modeling (IRC, CRM)
Quant Analytics Strategist - AVP
  • Job type: Permanent
  • Location: New York
  • Salary: COMPETITITVE
  • Description A Top International Investment bank is currently building out their Quant Analytics Strategy team and is looking to fill an AVP level opening! This is a high exposure team
Corporate Treasurer
  • Job type: Permanent
  • Location: San Francisco, California
  • Salary: US$200000 - US$250000 per year
  • Description A top multinational consumer electronic company is currently looking for an innovative Treasurer to lead its treasury function. This industry leading firm is known for its strong working culture and
Director Credit Risk Modeling
  • Job type: Permanent
  • Location: New York
  • Salary: Negotiable
  • Description Responsibilities: Develop stress testing and macro-economic forecasting models that meet the international regulatory and accounting requirements Develop and maintain credit models for the corporates
Front Office Risk Manager - Energy - London
  • Job type: Permanent
  • Location: London
  • Salary: Competitive
  • Description Front Office Risk Manager - Energy - London Global leading energy trading seeks front office risk manager to work closely with the energy trading desks and head of front office risk to direct the