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VP - Model Development

  • Job type: Permanent
  • Location: New York
  • Salary: Competitive
  • Job reference: 469tgy
  • Sector: Banking and Finance, Quantitative Finance, Selby Jennings
  • Date posted: 05/07/2017
A Global Tier one investment bank is seeking an immediate hire for a Wholesale Credit Risk Quantitative Model Development VP. This is one of the world's leading investment banks which has total assets over $2.5 trillion.

The team primarily works on wholesale PD, LGD, and EAD models but will also focus on things like Commercial and Industrial (C&I) and Commercial Real Estate (CRE) models as well. This opportunity will initially start as a senior member of the team but will be an individual contributor with the opportunity to lead down the line. The right candidate will have multiple years of experience developing a credit or market risk models. The team is looking for someone who is very comfortable with highly mathematical concepts and has experience developing models using Python.

 

Requirements:
  • Graduate degree in a Quantitative field
  • Experience developing models in Python
  • Multiple years of experience developing or validating models
  • Knowledge of wholesale credit risk is a plus but not required
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