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Quantitative Analyst - Wholesale Credit Analytics

Employer
Selby Jennings Investment Banking
Location
Manhattan, USA
Salary
Negotiable
Closing date
Nov 8, 2022

View more

Job Function
Credit Analysis
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
A bulge bracket bank is looking for a strong quantitative credit risk professional who has experience working with wholesale credit models, specifically CRE and C&I. This model risk team will be responsible for validating credit risk products and commercial banking models, including statistical/econometric based and machine learning models.

Core Responsibilities:
  • Evaluate conceptual soundness of model specification
  • Design and implement experiments to measure risk of model limitations
  • Establish a working relationship with Finance & Risk professionals to monitor usage and performance of the models and syndicate the findings of model validation.
  • Keep updates with latest developments within products and more

Qualifications:
  • PhD or master's in quantitative discipline (such as Applied Math, quantitative economics, stats)
  • 3+ years of experience in quantitative role, model development / validation, or credit risk management
  • Strong skills in Python, R, or other equivalent languages

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