One of the most prestigious vendor platforms of the financial industry is looking to bring on a Credit Risk Model Developer to their team located in NYC. As you will be working with some of the top talent in the industry, you will have the chance to sharpen your skillset giving you a cutting-edge advantage for your career.
Develop credit risk models (PD, LGD, EAD, etc.)
Conduct regulatory calculations, stress testing scenarios, and model documentation
Communicate model assumptions to senior management
Collaborate with clients and internal teams regarding model concepts and assumptions
Masters or Ph.D in a quantitative field (Mathematics, Statistics, Physics, Economics, etc.)