VP - Quantitative Model Development

  • 150,000 +
  • New York, NY, USA
  • Permanent, Full time
  • Non-disclosed
  • 13 Feb 18 2018-02-13

A Global Investment Bank is looking to add AVP and VP level model developers to the Wholesale Credit Risk Modeling team.

This Bank has over $2 trillion in assets and is seeing continuous growth. They are looking for candidates with strong statistical or economic modeling background who is comfortable using R, Python or Matlab to develop models. The candidates will be responsible for developing and implementing models wholesale credit loss forecasting and macroeconomic simulation models. This role will give you the opportunity to collaborate with senior Ph.D. and present your observations to senior leadership so strong communication skills are necessary as well. Candidates who are interested should apply below.

Requirements:

  • Graduate degree in quantitative field
  • Minimum of 1 year of credit risk analytics or modeling experience
  • Extensive knowledge of Python, R or Matlab
Preferred experience:
  • PhD in quantitative field
  • At least 3 years of quantitative modeling experience
  • Experience developing models for CRE and C&I
  • Knowledge of CECL