Credit Risk Quant Analyst PD EAD LGD

JOB DESCRIPTION

We’re a leading investment bank, expanding its wholesale credit risk quantitative coverage, through quantitative techniques, stress testing, data analysis, and risk modeling. The group is looking to add a quant analyst capable of modeling PD, EAD, LGD wholesale credit risk on their San Francisco desk. Along with model development role offers a lot of business exposure and a lean team where you will be noticed for your work.

 

Locations:   San Francisco, USA

 

The role:

 

 

 

KEY WORDS:

Consumer Credit Risk, model development, building credit risk models, risk weighted assets, probability default, loss given default, exposure given default, KMV, Credit risk lifecycle, Data mining, Auto, Mortgage, Residential credit risk assessment, credit risk modeling, Basel II, Basel III, Risk lifecycle,  Statistical analysis, EAD modeling, LGD modelling, PD modeling, Stress testing.

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.

 

APPLY | risk.americas@gqrgm.com

 

VISIT US | www.g-q-r.com/vacancies

 

 

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 90024 | Office Hours: 7.00-21.00 PDT

 

NEW YORK | 1.212.763.8333

1325 Sixth Avenue, New York, NY 10173 | Office Hours: 9.00-21.00 EDT

 

LONDON | 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.

 

We are committed to protecting and respecting your privacy. Information on our privacy policy, together with our terms of business are available at www.g-q-r.com

October 21, 2013 • Tags:  • Posted in: Financial

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