Credit Risk Model Developer (New York)

Compensation

: $192,290.00 - $192,290.00 /year *

Employment Type

: Full-Time

Industry

: Advertising/Marketing/Public Relations



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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

* The salary listed in the header is an estimate based on salary data for similar jobs in the same area. Salary or compensation data found in the job description is accurate.

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