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Senior Quantitative Modeler

  • Job type: Permanent
  • Location: Charlotte
  • Salary: Competitive
  • Job reference: 461vca
  • Sector: Banking and Finance, Quantitative Finance, Selby Jennings
  • 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!
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