Quantitative Risk Modelling Opportunities

• Company

  Selby Jennings

• Location

  USA-NY-New York City

• Remuneration

  Guaranteed Bonus Available

• Position Type

  Permanent

• Employment type

  Full time

• Updated

  06-Nov-2013

• eFC Ref no

  1303183

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Guaranteed Bonus Available

I am currently working a number of roles in the quantitative risk area doing risk modelling. These are all with top teams in some of the best banks in the market. Communication skills are needed for these positions as you will be liasing with regulators and presenting to senior management. The compensation levels for these groups are some of the highest in the market.

Stamford, CT - AVP - Credit Risk Model Validation                            VP- Credit Risk Model Validation

• PD/LGD risk modelling - background in commercial products 
• Retail credit risk modelling - Model Validation

NYC -AVP- Wholesale Credit Risk Model Validation
          VP- Wholesale Credit Risk Model Validation
          Director - Credit Risk Model Validation

• PD/LGD - wholesale require

         VP - Market Risk Model Validation

• VaR Risk model position

San Francisco, CA - AVP- Credit Risk Model Validation
                                     VP- Credit Risk Model Validation
                                     Director - Credit Risk Model Validation

• PD LGD risk modelling, open to different types of background

If Interested in learning about any of these roles please apply in.