Statistical Modeler- Credit Risk PD/LGD

  • Competitive
  • New York, NY, USA New York NY US
  • Permanent, Full time
  • Analytic Recruiting Inc.
  • 20 Jul 18 2018-07-20

A financial risk management Consulting firm in New York is looking for Quantitative Risk Modelers with 1-3 years of predictive credit risk modeling experience: (Credit Risk, PD, LGD, Regulatory Risk Analytics, and Treasury and Liquidity Risk).

Responsibilities:

  • Work on interesting and challenging financial client’s engagements
  • Utilize predictive models and regression analysis to deliver financial analysis
  • Using your specific credit risk modeling expertise and deliver reports to clients
  • Identify and communicate your analysis and results to clients and sr. engagement managers
  • Prepare formal reports and working papers
  • Work closely with: trading, risk, accounting and portfolio managers at major financial firms

Requirements:

  • 1-3 years of relevant financial markets experience in one of these areas:

1.PD and LGD Statistical Modeling

2.Predictive Modeling

3.Regulatory Risk Requirements (DFAST, CCAR, BASEL)

4.Regression Analysis

  • These roles require advanced oral and written communications skill
  • Candidates must have quantitative degrees (advanced degrees are preferred)
  • Candidates must have current programming skills in one or more languages (Python, R, Matlab, SAS)
  • Candidates must have previous relevant work experience at a bank or with another financial risk consulting firm
  • The roles are based in New York and there is NO TRAVEL REQUIREMENT

Keywords: Quantitative Modeler, Predictive Modeling, Statistical Modeling, Financial Risk Consulting, Liquidity Risk, Derivative Risk, VaR, Regulatory Risk, Risk Consultant

Refer to Job #22994- and email MS Word attached resume to Jim Geiger, JEG@analyticrecruiting.com