Accessibility Links

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.


Similar jobs
Systematic Portfolio Manager
  • Job type: Permanent
  • Location: New York
  • Salary: $175000 - $2000000 per annum
  • Description My client is a New York and London based hedge fund which recently launched. Trading is set to begin in Q3 of this year. We’ve...
Trade finance & Treasury Manager, Commodity firm, Singapore based
  • Job type: Permanent
  • Location: Singapore
  • Salary: Competitive
  • Description Good growth prospects and career progression  Global Commodity house, focusing on Oil  A leading SG headquartered commodity house is seeking a trade finance manager to
Senior Relationship Manager
  • Job type: Permanent
  • Location: Zürich
  • Salary: Competitive
  • Description A Swiss investment management company specialising in sustainable investments is hiring a Senior Relationship Manager to develop and grow the European and Asian client
VP Corporate Finance - London (Corporates, FIs)
  • Job type: Permanent
  • Location: London
  • Salary: Competitive
  • Description My client, an established European Corporate Bank situated in the heart of the City are looking for an Investment Banker to join their established Corporate...
Quantitative Short Term Interest Rate Trader
  • Job type: Permanent
  • Location: Chicago
  • Salary: $110000 - $140000 per annum, Benefits: PnL % Bonus
  • Description A top Proprietary Trading Firm in Chicago is looking to branch out their STIR team. The firm has established itself as one of the most...