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

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.

For the latest vacancies, please join our group on Linkedin: http://www.linkedin.com/groups?gid=1615777trk=myg_ugrp_ovr

 

September 23, 2013 • Tags:  • Posted in: Financial

Leave a Reply

You must be logged in to post a comment.