Senior Credit Risk Modeler

Recruiter
Selby Jennings
Location
Wilton
Salary
Competitive
Posted
Feb 15, 2017
Closes
Feb 18, 2017
Employer Type
Direct Employer
Employment Type
Permanent
Hours
Full Time
Job Description A Top Tier Investment Bank is looking for a Senior level Quantitative Analyst and Model Validation specialist. The ideal candidate will have a number of years of relevant experience, including credit risk model development. A strong understanding of CCAR/DFAST regulations and modeling is essential for this position. The candidate will join a growing department with opportunity for rapid advancement and access to department Heads and Managing Directors. Specific details are as follows:

RESPONSIBILITIES:
  • Obtain and conduct data analysis required for stress testing model development.
  • Developing and executing primary and benchmark CCAR/DFAST stress test models for credit risk and PPNR.
  • Perform all required tests and measures of developed models (e.g., sensitivity, accuracy, volatility)
  • Extensive knowledge of loan-level PD/LGD model development
  • Utilize quantitative skills to analyze and summarize data, formulate findings, and provide recommendations. Research and recommend enhancement.
  • Assist others with conducting business research by gathering data, identifying options, and creating non-routine reports with detailed analyses.
POSITION REQUIREMENTS:
  • Master or PhD degree in a quant discipline like Mathematics, Statistics, Economics, Operations Research, or related field.
  • Minimum 5 years of CCAR/DFAST commercial or consumer credit portfolio stress testing. modeling experience in financial services industry or 4 years of other experiences in credit risk modeling area
  • Excellent verbal and written communication skills. Must be able to explain complex and technical matters clearly, accurately and concisely.

Please apply below with an updated version of your resume if interested.