Accessibility Links

VP Quantitative model developer

  • Job type: Permanent
  • Location: Chicago, Illinois
  • Salary: US$150000 - US$200000 per annum
  • Job reference: 165511/001_1528841973
  • Sector: Selby Jennings, Risk Management
  • Date posted: 12/06/2018

A top International Investment Bank is looking to add two Credit Risk Analysts to their team. These are expansion hires, as they have had continued success in recent earnings reports.

The successful candidates will form part of a very intellectually challenging team and will have a tremendous opportunity for career growth and development.

Responsibilities:

Work with model development team to assist in the implementation of PD, LGD and EAD models.

Prepare detailed credit analysis across the business domestically and internationally.

Conduct financial statement analysis, sensitivity analysis, and market research for existing and potential borrowers. Assess cash-flow projections for effective risk mitigation.

Build graphs that track changes in commodities prices, high-yield bonds, and interest rates for daily, weekly, and monthly comparison purposes.

Making sure that existing commitments are up to date in order to avoid high RWA.

Requirements:

3+ years of relevant experience.

Strong analytical, quantitative, and modeling skills.

Master's degree in a related field

If interested, please apply directly.

Similar jobs
Machine Learning Data Scientist
  • Job type: Permanent
  • Location: San Francisco, California
  • Salary: Negotiable
  • Description Machine Learning is rapidly taking the financial services industry by storm and allowing businesses of all sizes and scopes to make more accurate predictions for their lending portfolios
Director - Mortgage Market Risk Analytics
  • Job type: Permanent
  • Location: North Carolina
  • Salary: US$185000 - US$220000 per year + Competitive
  • Description A leading American Investment Bank is building out their model development team, and is looking for a highly quantitative, mortgage market risk analytics professional to join their team! This person
Director, Economic Scenario Model Development
  • Job type: Permanent
  • Location: New York
  • Salary: US$250000 - US$300000 per year + Competitive
  • Description A leading international bank's highly respected Quant Analytics group is looking for a leader to join their team in designing and producing Stress Testing scenarios
VP - Model Risk
  • Job type: Permanent
  • Location: San Francisco, California
  • Salary: US$120000 - US$165000 per year
  • Description A Global Investment Bank is looking to hire a Vice President to their Model Risk Management team. This role will specifically be focused on reviewing and challenging their wholesale credit risk models
Scenario Generation Model Development VP
  • Job type: Permanent
  • Location: New York
  • Salary: US$150000 - US$180000 per year + Competitive
  • Description One of the world's top investment bank's highly respected Quant Analytics team responsible for designing and producing Stress Testing scenarios is actively growing and looking for a technically