Accessibility Links

Senior Manager Model Validation - Credit Risk

  • Job type: Permanent
  • Location: District of Columbia
  • Salary: 150K +
  • Job reference: ABLT3T342
  • Sector: Banking and Finance, Quantitative Finance, Selby Jennings
  • Date posted: 25/07/2017
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 the retail portfolio (PD, LGD for Auto and Mortgage).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 (retail credit risk models)
  • Application of analytical tools to assess risks and validate mortgage loss forecasting models
  • Work closely with junior teammates and lead them through the validation process
  • 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, PhD strongly preferred
  • 4-7+ 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 (Multi factor regression, Markov models, Monte Carlo analysis)
  • Strong Presentation skills
  • Strong communication / interpersonal skills; demonstrate initiative and be able to make quick decisions

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
Treasurer
  • Job type: Permanent
  • Location: Los Angeles
  • Salary: $150000 - $225000 per annum
  • Description Top performing regional bank is looking to expand their team. The Treasurer is a high exposure key hire for the organization and they are looking...
Investor Relations (Private Equity)
  • Job type: Permanent
  • Location: Dallas
  • Salary: Competitive
  • Description A global asset manager with $130B AUM is seeking an Investor Relations professional to join the Dallas team. As the firm continues to expand its...
Senior Business Development (Private Equity)
  • Job type: Permanent
  • Location: New York
  • Salary: Competitive
  • Description A growing Real Estate Private Equity firm with over $1B AUM is seeking a senior Business Development professional to add to the team in NYC. ...
Lubricant Sales Manager - Houston, USA
  • Job type: Permanent
  • Location: Houston
  • Salary: $90000 - $120000 per annum
  • Description A globally established trading business are looking to expand their lubricants sales team in the US. They are looking for someone with experience in selling...
Director National Accounts
  • Job type: Permanent
  • Location: New York
  • Salary: Competitive
  • Description A top asset manager is seeking a Director of National Accounts to work closely with the Managing Director of National Accounts in the New York...