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Statistical Model Developer

  • Job type: Permanent
  • Location: New York
  • Salary: Competitive
  • Job reference: 645hgt
  • Sector: Banking and Finance, Quantitative Finance, Selby Jennings
  • Date posted: 20/09/2017
A Global Tier One Investment Bank is looking for several Wholesale Credit Risk Model Developers to join their team at the Associate and VP levels in their NYC office. These teams are looking for individuals with PhDs in Quantitative fields and multiple years of experience developing models and programming in Python. Candidates who have modeling experience in both retail or wholesale credit, as well as market risk, will be considered. This is one of the worlds leading banks with over $1 trillion in total assets.

 

Requirements include:
  • Graduate degree in quantitative field (Ph.D. preferred)
  • Minimum of 1 year of experience in quantitative finance or some related field
  • Excellent programming skills in Python or R
  • Strong knowledge of wholesale credit risk is a plus
  • Strong communication and presentation skills
 

Responsibilities include:
  • Develop and improve models used for economic capital (PD, LGD and EAD models)
  • Explain the function and the drivers behind each model
  • Perform statistical analysis using various databases
  • Work with senior management and various lines of the business to explain and implement the use of the models
If interested please apply below!
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