Credit Risk Modeling Analyst
Job Description:
Junior credit risk analysts in the Model Risk Management Group are expected to work in teams with senior analysts to independently review credit risk models used throughout the bank. The review involves
· working with model developers, model administrators, and model users in the business lines and corporate
· testing and replicating models
· building competing models
· questioning the model conceptual soundness and appropriateness of model methodology
· the review process culminates in the drafting of a report (10-60 pages) summarizing the findings of the review
Junior quantitative analysts report to the credit risk validation team manager and support senior analysts.
Minimum Requirement:
Bachelor’s degree in a related field such as Business, Economics, Engineering, Mathematics or an equivalent combination of education and work related experience.
Preferred Requirements:
Masters or PhD. in a relevant field such as Economics, Statistics, or Mathematics; or an equivalent combination of education and work related experience. Strong statistical background including background in
· statistical theory
· applied statistical model development and implementation
· use of statistical software (SAS, Stata, etc.)
APPLY | risk.americas@gqrgm.com
VISIT US | www.g-q-r.com/vacancies
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
VISIT US | www.g-q-r.com | www.g-t-r.com | www.gqrgm.com
GQR Global Markets
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