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Quantitative Modelers - VP / Director

  • Job type: Permanent
  • Location: Charlotte
  • Salary: 165000
  • Job reference: 165fcr
  • Sector: Banking and Finance, Quantitative Finance, Selby Jennings
  • Date posted: 25/07/2017
A Global Tier One Investment Bank is looking to add several Senior Model Development candidates to its Consumer Risk Modeling team. The ideal candidates will have a PhD in a Quantitative field along with anywhere between 5 - 15 years of experience developing quantitative models. Candidates with experience in consumer credit risk (card, mortgage or auto) will be highly considered. There are several positions open at various levels of seniority as the team is growing fast.

 Responsibilities include:
  • Design and execute consumer behavior models
  • Apply analytical tools which asses risks to enterprise under stress
  • create integrated frameworks to assess interest revenues, non-interest revenues and credit losses

Requirements include
  • Quantitative graduate degree (PhD preferred)
  • Minimum of 5 years of experience developing or validating models
  • Deep knowledge of banking products and consumer businesses
  • Experience with Markov models and hazard models is a plus
  • Experience with SAS or Matlab
  • Process Development Experience
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