Credit Risk Quant Analyst – Credit Cards, Scoring, Acquisition
JOB DESCRIPTION
We are working with a large commercial bank’s credit risk team, and we are looking for a highly quantitative risk modeler to join the group. This is a highly statistical role, thus requires you to develop models with SAS and SQL.
If you are a risk/statistical modeler and interested in determining new strategies, this could be an opportunity for you. The credit card strategy team will allow you to make your individual contributions and make a real impact on the institution. You won’t be a small cog in a big machine; rather, you’ll be able to make a great impact on the bank!
Location: Nebraska, USA
Responsibilities:
- Run the full cycle of modeling (model design, data collection, analysis, implementation, etc).
- Monitor and assess the performance of credit risk model and strategies by evaluating big data sets via statistical methodologies
- Implement new and improved strategies and collaborate with IT groups to ensure proper implementation.
- Check the conceptual soundness of the models, assess data quality and integrity as well as model assumptions, and perform stress testing
- Keep abreast with best practices in credit risk strategy, acquisition modeling, scoring, etc
Requirements:
- Strong academic background with MS in a quant discipline (Statistics, Econometrics, Mathematics, etc)
- Minimum 3-5 years industry experience in credit risk model development
- Solid knowledge of credit scoring, reports, and bureaus
- Strong quantitative statistical skills (time series analysis, logistic/ linear regression, ARIMA modeling, cash flow modeling)
- Excellent communication skills (written verbal)
- Proficiency with statistical modeling software: SAS, SQL
In Return:
· A huge opportunity to attain progression within a leading quantitative risk management team
· Very analytical and quantitative exposure
· Career advancement and competitive compensation structure
This is an immediate hire, interviews are to begin soon and early application is advised. GQR also welcomes tentative enquiries from suitably qualified individuals.
Confidentiality and utmost discretion is 100% assured.
Key words: credit risk, credit cards, acquisition, scoring, scorecards, quantitative risk, risk models, model development, modeling, statistical modeling, SAS, SQL, Matlab, Nebraska
APPLY | risk.americas@gqgrgm.com
VISIT US | www.g-q-r.com/vacancies
Search Consultant: Kasey Churchill
While a resume is preferable we also welcome tentative enquiries from well-qualified persons. To speak with an agent please contact one of our regional offices using the contact details listed below. Utmost confidentiality and discretion is assured.
LOS ANGELES | 1.310.807.5030
10877 Wilshire Boulevard, Los Angeles, CA 90025 | Office Hours: 8.00-18.00 PDT
NEW YORK | 1.212.763.8333
1325 Sixth Avenue, New York, NY 10173 | Office Hours: 9.00-21.00 EDT
LONDON | 020.3207.9090
St Clements House, London, EC4N 7AE | Office Hours: 9.00-21.00 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 Quant, GQR Global Trading, GQR Global Markets
We operate globally and leverage our extensive relationships to unite the most talented people with the most intellectually and financially rewarding career opportunities throughout Europe, the United States, Asia and the Middle East.
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