Accessibility Links

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
Similar jobs
Director/MD - Partner Track Opportunity
  • Job type: Permanent
  • Location: New York
  • Salary: $175000 - $200000 per annum
  • Description My client, a very strong and growing independent M&A advisory firm is seeking a Director/MD level investment banking or M&A professional to join their team...
Corporate Restructuring Director
  • Job type: Permanent
  • Location: New York
  • Salary: Competitive
  • Description A growing credit platform is building out a Corporate Restructuring team. The ideal candidate will be capable of executing an operations improvement and financial restructuring...
Investment Banking Associate
  • Job type: Permanent
  • Location: Wisconsin
  • Salary: $125000 - $200000 per annum
  • Description My client, a highly regarded Investment Banking firm in the Wisconsin area is currently in search for an Investment Banking Associate who has the abilities...
Director of Business Development - Credit
  • Job type: Permanent
  • Location: New York
  • Salary: Competitive
  • Description An established NYC based structured credit-focused investment advisory firm with over $2B in AUM is seeking to add a Director of Business Development to be...
Cryptocurrency Trader
  • Job type: Permanent
  • Location: Chicago
  • Salary: Competitive
  • Description Cryptocurrency Trader Our client, an industry-leading proprietary trading firm in Chicago, is looking to build out a Cryptocurrency trading desk. The individual brought on will...