Associate Credit Risk Modeler- New York, NY
JOB DESCRIPTION
The role:
- Credit Risk Model development, enhancement and ownership for any model
- Working with credit products such as letters of credit, trade finance, term loans, etc
- PD, LGD, EAD, Risk Frontier, etc. model parameters
- Stress testing, back-testing and knowledge of credit risk models
- Communicate with senior staff regarding credit risk projects
Requirements:
- 2-3 years of relevant experience in credit risk modeling
- Programming knowledge in R, VBA, SAS, SQL
- Excellent quantitative skills and academics from ivy league school: PhD or Masters
- Basel II, III knowledge is a must and experience with Moody’s Risk Frontier
In return they are offering:
- Huge opportunity to attain full training, hands on exposure with leading Global Investment Banking
- A large number of evolving projects to get your teeth stuck into from day one and display intellectual thought as well initiative.
- Excellent opportunity to grow and progress in the company and build client relationships
- Have daily interaction with the business and be a key part of their unrivalled success, whilst enhance one’s own diversity of credentials
APPLY | risk.americas@gqrgm.com
VISIT US | www.gqrgm.com
While a resume is preferable we also welcome tentative enquiries from well-qualified persons. Please ask for Kasey Churchill in our LA office (310 807 5030). Utmost confidentiality and discretion is assured.
LOS ANGELES | 1.310.807.5030
10877 Wilshire Boulevard, Los Angeles, CA 90024 | Office Hours: 6.00-21.00 PDT
NEW YORK | 1.212.763.8333
1325 Sixth Avenue, New York, NY 10173 | Office Hours: 9.00-21.00 EDT
LONDON | 0203.141.8000
Westminster Tower | Office Hours: 8.00-20.00 GMT
HONG KONG | 852.3678.6738
2 Exchange Square, 8 Connaught Place, Central | Office Hours: 9.00-21.00 HKT
GQR Global Markets
We are committed to protecting and respecting your privacy. Information on our privacy policy, together with our terms of business are available at www.gqrgm.com.
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