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VP Quantitative model developer

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

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