• $150000 - $250000 per annum
  • New York, NY, USA
  • Permanent, Full time
  • Selby Jennings QRF
  • 2018-04-23

Head of Risk Modeling

  • Location: New York, NY, USA
  • Salary: $150000 - $250000 per annum
  • Job Type: Full time

Currently working with a global leader in financial information services with operations all over the world. Their newly created Model Development Team is looking for a seasoned statistical modeling expert to manage the statistical modeling projects with 1-2 direct reports.

Title: Head of Risk Modeling
Location: New York, NY
Compensation: $150,000 - $250,000 all in

Currently working with a  global leader in financial information services with operations all over the world. Their newly created Model Development Team is looking for a seasoned statistical modelling expert to manage the statistical modelling projects with 1-2 direct reports. You should be an SME within the development and enhancement of statistical models.

Responsibilities:

  • Lead the model development process including model design, implementation, testing, and documentation
  • Create statistical modeling best practices
  • Evaluate the soundness of the statistical modeling methodology and data validity
  • Ensure the proper use of underlying data and data sampling technique
  • Examine the statistical results and their significance
  • Lead the model design and architecture
  • Guide and mentor junior members for model implementation, testing, and documentation
  • In charge of the project management and quality control

Qualifications:

  • Master’s degree or higher in statistics, PhD preferred
  • Solid statistical and modeling experience in R, Excel or Python
  • 8 – 15yrs experience in financial modeling preferably in RMBS
  • Previous exposure to credit rating analysis a plus
  • Management experience – current team size of 2


If you would be interested in learning more about this role please apply in with an updated resume, preferably in a Word format. 

New York, NY, USA New York NY US