Credit Risk Quant

  • Open
  • New York, NY, USA
  • Permanent, Full time
  • Comprehensive Recruiting
  • 29 Sep 16

Global Investment bank seeks experienced Credit Risk Quant to develop stress testing methodology. PhD required. Expertise in model development and strong knowledge of regulatory risk. 7-10 years of experience required.

Ideal candidate:  PhD Risk Quant with at least 7 years working at a top investment bank in a Credit Risk group.  Requires several years of model development and expertise in regulatory risk requirements.  Will be interfacing and acting as key liason with auditors and regulators regarding the firms regulatory risk controls and systems.  You will have developed risk analytics and pricing models in a front office capacity, preferably in a leadership role and have strong communication skills.  Pluses include expertise in R and Statistical modeling programming, large datasets, and MATLAB.