Quantitative Analyst, MBS Credit Risk

Key words: credit risk, MBS, RMBS, residential, mortgage-backed securities,  quantitative risk, risk models, model validation, Basel, RWA, risk weighted assets, PD, probability of default, LGD, loss given default, EAD, exposure at default, , regulatory risk, statistical modeling, R, SAS, VBA, Matlab, North Carolina

 

APPLY | risk.america@gqrgm.com

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

 

 

Search Consultant: James Friend

 

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: 6.00-21.00 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.

 

 

June 14, 2013 • Tags:  • Posted in: Financial

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