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VP Quantiative Model Development

  • Job type: Permanent
  • Location: San Francisco, California
  • Salary: US$130000 - US$175000 per year + Competitive Bonus
  • Job reference: 293011/001_1555503189
  • Sector: Selby Jennings, Risk Management
  • Date posted: 17/04/2019

A Tier one Global Investment Bank is looking to hire an experienced VP on their Quantitative Credit Risk Model Development team in San Francisco. They are looking for candidates with over 5 years of experience developing or validating credit risk models on both retail and wholesale portfolios. Candidates should have a strong understanding of regulatory requirements for CCAR, DFAST, CECL, IFRS 9 etc. In this position you will be responsible to mentor junior analysts and present to senior level stakeholders throughout the business, so strong communication skills are absolutely imperative. You will have the ability to work with new and innovative technologies and be expected to research and develop new modeling approaches and solutions.

Requirements

  • Masters degree in a quantitative field (PhD strongly preferred)
  • Several years of experience using SAS, SQL, Python or R
  • Strong understanding of statistical and machine learning modeling
  • 5+ years of experience developing or validating quantitative models
  • Strong knowledge of economic capital regulatory stress testing requirements (CCAR, DFAST, CECL, IFRS 9)
  • Proven experience leading large scale projects
  • Strong verbal and written communication skills
  • Leadership experience is a plus

If this sounds like a good fit for you, please apply below!

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