Accessibility Links

Senior Quantitative Modeler

  • Job type: Permanent
  • Location: Charlotte
  • Salary: Competitive
  • Job reference: 461vca
  • Sector: Banking and Finance, Selby Jennings, Quantitative Finance
  • Date posted: 28/11/2017
A Global Tier One Investment Bank is looking to add VP and Director level modelers to their Enterprise Risk Modeling team. This is one of the largest and most competitive banks in the US with almost $1 trillion Assets Under Management. The team is looking for quantitative individuals with at least 5 years of experience developing or validating credit risk models. This team focuses on consumer portfolios so candidates coming from a strong retail background will be highly considered. This position will offer excellent exposure across the firm to senior executives so the right candidate will have to be able to communicate effectively. As a senior member of the team, you will be expected to take the lead on projects and potentially lead teams in the short term.

Requirements:
  • Graduate degree in a quantitative field (Ph.D. preferred)
  • At least 5 years of modeling experience (developing or validating)
  • Strong knowledge of financial instruments and banking products
  • Strong knowledge of mortgage, credit card and auto loans
  • Expertise in cross-sectional and time series econometrics
  • Strong project management skills along with excellent verbal and written communication skills
If this sounds like a good fit, please apply immediately!
Similar jobs
Quantitative Research Associate
  • Job type: Permanent
  • Location: New York
  • Salary: US$120000 - US$200000 per year
  • Description Team Description: The Active Equity Research team at a top factor investment research firm is looking for a new Quant Research Associate to join the group. This team interfaces with many areas of the
VP Quant Developer Trading Risk
  • Job type: Permanent
  • Location: London
  • Salary: £90000 - £135000 per annum
  • Description We are currently seeking an outstanding quantitative development candidate to join the QA group of a Tier 1 Investment Bank in London at the VP level. The role is in the global Quantitative Analytics
Quantitative Research-Fixed Income
  • Job type: Permanent
  • Location: Boston, Massachusetts
  • Salary: US$100000 - US$200000 per year + healthcare
  • Description Responsibilities will include: -Systematic and quantitative research and development of higher frequency trading strategies across global fixed income markets -Research and implementation of new
Quant Strat XVA
  • Job type: Permanent
  • Location: New York
  • Salary: US$120000 - US$300000 per year
  • Description QUALIFICATIONS: An emerging team within a tier one bank on a path towards unprecedented growth is currently hiring! This collaborative team is currently searching for a Quant Strategist to join the
AVP - VP Quantitative Counterparty Risk Specialist | London
  • Job type: Permanent
  • Location: London
  • Salary: Negotiable
  • Description AVP - VP Quantitative Counterparty Risk Specialist (Exposure Modelling) - London Location - London Salary - £60k - £120k+ bonus and benefits A leading financial institution based in London is seeking