Model Validation- Credit Risk Models recruitment

Opportuntity to join a Credit Risk model validation team as a sr. member.  Role requires at least 7 years of experience in Credit Risk at a financial firm, preferably a large investment bank.  Responsible for the development and evaluation of the company's models (prepayment, default, loan scoring, security valuation review).  Also responsible for interacting with customers and leading the projects as they relate to credit risk.  Ideal candidate has a strong quantitative and technical background and has solid hands-on programming skills.  Expertise in statistical analysis- SAS experience required.  Position located in Washington, DC.