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Quantitative Financial Analyst - LA

  • Job type: Permanent
  • Location: Los Angeles
  • Salary: 110K +
  • Job reference: BVBMK934
  • Sector: Banking and Finance, Risk Management, Selby Jennings
  • Date posted: 19/07/2017
A Top Tier Investment Bank is looking for an experienced risk quant to join their Global Analytics team. This person will be Responsible for independently conducting quantitative analytics and complex modeling projects as well as leading efforts in model validation of their retail loan level commercial models (DFAST, CRE and C&I, PD, LGD, PPNR).The ideal candidate will have excellent quantitative/analytic skills and economic intuition. In addition to having strong quantitative skills, this candidate must also have strong communication skills as they will work closely with senior management and internal stakeholders.

Responsibilities: 
  • Design, estimation, and execution of  risk models (wholesale credit risk models)
  • Application of analytical tools to assess risks and validate CRE loss forecasting models
  • Advise on DFAST Stress testing
  • Sufficient background to identify risks proactively and frame the range of potential outcomes for risks that are hard to model

Requirements:
  • Masters or PhD in a quantitative field
  • 2-4+ years of experience working in developing quantitative models
  • Model development experience in a financial institution
  • Ability to advise management on use of proper quantitative methods
  • Experiences with statistical/financial modeling techniques

Demand is very high for this requisition. If you are interested, please apply below with an updated resume and a short paragraph outlining your relevant experiences.


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