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Senior Quantitative Financial Modeler

  • Job type: Permanent
  • Location: Connecticut
  • Salary: Competitive
  • Job reference: 164gsw
  • Sector: Banking and Finance, Quantitative Finance, Selby Jennings
  • Date posted: 20/09/2017
I am currently working with a New England commercial bank headquartered in Connecticut which is looking to add Senior Quantitative Model Developers to the team. This bank currently has about $30 billion in assets under management and is rapidly growing fast. The team is interested in candidates who have experience in credit risk modeling on consumer and commercial portfolios. This role will report to the director of the model development team providing plenty of exposure to senior management, so strong communication and presentation skills are must. The role will be leading the ALLL and CECL credit risk modeling efforts.
 
Requirements:
·         Graduate degree in Quantitative discipline
·         5 years minimum in risk modeling experience (CCAR, DFAST, ALLL, etc.)
·         5 years minimum experience at a bank
·         5 years of experience dealing with advanced analytics in statistics, econometrics, data mining etc.
·         5 years minimum in programming / statistical software like SAS and SQL
·         Excellent written and verbal communication skills

If interested please apply below to learn more!
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