Accessibility Links

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
Similar jobs
Model Validation - Derivative Pricing Models
  • Job type: Permanent
  • Location: New York
  • Salary: $110000 - $170000 per annum
  • Description My client, a Global Investment bank is looking to expand their model risk group focused on derivatives and pricing models in the US.  The team...
Head of Model Risk Management
  • Job type: Permanent
  • Location: Tampa
  • Salary: $200000 - $250000 per annum
  • Description Top Financial Institution is looking to for a highly motivated and quantitative individual to lead all of Model of Risk Management aspects across development,validation, and...
Marketing Associate
  • Job type: Permanent
  • Location: New York
  • Salary: Competitive
  • Description An asset manager with $24B AUM is seeking a Marketing Associate for their New York office. As the firm is looking to expand their marketing...
Quantitative Validation Lead
  • Job type: Permanent
  • Location: New York
  • Salary: Competitive
  • Description A Global Investment Bank is actively looking to add several model validation employees to its Quantitative Model Risk Management team. This team has been expanding...
Counterparty Model Validation VP
  • Job type: Permanent
  • Location: Charlotte
  • Salary: $150000 - $200000 per annum
  • Description Counterparty Credit Risk Quant Model Validator My client a top tier bank is looking to add senior level quantitative risk analyst to their counterparty credit...