Credit Quants for Portfolio Risk (Economic Capital) Modelling Group | USA recruitment
A leading global investment bank is looking for junior credit risk modellers for its portfolio risk group as it looks to expand this function using profits from an excellent end to 2011. Candidates with 1-3 yrs experience will be offered great training, excellent career progression and a chance of an unrivalled bonus as this firm consistently out performs its competitors.
The role will report directly into a senior team leader within the risk methodology group and will have a dotted line into the Head of Risk. This will allow plenty of senior management facing, vital for career progression. Also with the group also looking to expand later in this year it will open the opportunity for this role to progress into a junior management role with a couple of reports.
With the quantitative nature of the position there will be a chance to gain exposure to the front office, and certainly a large aspect of facing with key counterparts in the portfolio and senior stakeholders.
An ideal candidate would have....
• 1-3yrs experience in a credit risk modelling function
• Direct experience working on portfolio credit risk
• Knowledge of economic capital PD/LGD
• Strong educational background (Statistics/Economics)
• Knowledge of MATLAB, SAS, DATA
• Excellent numerical skills
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• Strong problem solving ability
If this opportunity is something which would be of interest to you then please apply