Credit Risk, Quant Business Manager, Associate Director – Enterprise Risk Management Division – Credit Risk(PD/LGD) Modeling – Commercial, Corporate, Sovereign, Municipal
- Strong academic background with an MSc or PhD from a reputable quant school
- Minimum 6-7 years industry experience in risk modeling and project management
- Must have solid understanding of credit bonds (corporate, sovereign, municipal)
- Must have good understanding of portfolio analytics, attribution, and credit risk at a portfolio level
- Working experience with structured products preferred
- Excellent communication skills (verbal and written)
- Proficiency with statistical modeling software: R, VBA, Matlab
- Must have experience with Moody’s KMV platform
- A huge opportunity to attain progression within a leading quantitative asset management firm
- Very analytical and quantitative exposure
- Excellent opportunity for leadership role in mentoring junior members and leading as team’s senior quant
- Career advancement and competitive compensation structure
Key words: Credit Risk, Commercial, Corporate, Sovereign, Municipal, Risk Management, Risk Modeling, Risk Methodologies, Structured Products, Structured Credit, Moody’s KMV, R, VBA, Matlab, SQL, Asset Management, New York, USA
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