Company
Selby JenningsLocation
USA-NY-New York CityRemuneration
$90000 - $150000 per annumPosition Type
PermanentEmployment type
Full timeUpdated
30-Oct-2013eFC Ref no
1300659
PD LGD Modelling positions Guaranteed Bonus Relocation offers
Extremely competitive compensation
I am current working on a number of PD LGD and economic capital risk modelling mandates across various locations including:
These positions are PD LGD and economic capital risk modelling roles working across Market Risk, Credit Risk, and Operational Risk. They are looking for candidates to have a background in SAS, R, MatLab. The ideal candidate would have a background in ratings but this is not a pre-requisite for all of the roles. Strong communication skills are a must as there is a heavy business focus as you will be liaising with senior management, traders and front office quants on adaily tasks.
Responsibilities:
I am current working on a number of PD LGD and economic capital risk modelling mandates across various locations including:
New York City and San Francisco
These positions are PD LGD and economic capital risk modelling roles working across Market Risk, Credit Risk, and Operational Risk. They are looking for candidates to have a background in SAS, R, MatLab. The ideal candidate would have a background in ratings but this is not a pre-requisite for all of the roles. Strong communication skills are a must as there is a heavy business focus as you will be liaising with senior management, traders and front office quants on adaily tasks.
Responsibilities:
- Help grow out/ lead the group
- Report into Senior Management with a dotted line to the CRO
- Face off with regulators and internal counterparts
- Liaise across Market, Credit, and Operational Risk
- Exposure to front office Pricing Models
- Strong communication skills – working with quantitative and non-quantitative people
- Masters Degree, Ph.d preferred
- AVP – 4-7 years
- VP - 7-10 years
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