CREDIT RISK- V.P. recruitment
Front office opportunity for experience Credit Risk professional with at least three (3) years of exprerience with Credit Risk model development and implementation. This role requires a candidate that has a strong statistical and quantitative background and has strong programming skills. Not looking for just a model developer, need someone who can also implement and program the models, troubleshoot, update, and work with credit rating scorecards for the trading desk. Successful applicant will have hands on experience and expertise using Matlab, SAS, SQL, and experience working with credit risk analytics.
Responsibilities include: Development and implementation of loss given default and probability of default models, Maintenance and documentation of credit risk model library, interaction with Credit Analysts for counterparties, experience and understanding of credit ratings and credit capital requirements, strong communication skills, and the ability to work under pressure and tight deadlines.
Keywords: Credit Risk, LGD, Probability of Default, SAS, Matlab, SQL, Statistical analysis, Masters degree, Model development, Program, Ratings Analytics, Associate, VP, New York City, front office, quant, analyst, Finance.