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Credit Risk Model Developer

Selby Jennings QRF - computerwork
Location New York, United States
Posted 21-November-2019
Description

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.

Responsibilities

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

Qualifications

Masters or Ph.D in a quantitative field (Mathematics, Statistics, Physics, Economics, etc.)

Proficiency in Python and C++

Model development experience is an advantage

Research experience is a plus


Sciente Consulting Pte Ltd
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