Quantitative Credit Risk Analyst-Default Models, Ratings, Reg Capital – NY
A major NY based financial firm that is active in trading, clearing and settling FI and FX trades is looking for an experienced Quantitative Credit Analyst who has both strong fundamental financial statement experience and has the quantitative skills to stress test existing econometric and credit risk models, [Moody's, SP, Fitch]. The Candidate will conduct financial statement analysis and screening of global financial institutions and will also be able to review and test credit risk models: expected default frequency, regulatory capital, and credit ratings models from Moody's, SP and Fitch for model accuracy, stability, performance. The Candidate must have 7+ years of experience conducting financial and credit reviews for a major trading or investment firm focusing on global clearing houses and exchanges, and global (European, Asia Pacific) (banks) as counterparties. The Candidate must also have a quantitative degree and demonstrated expertise with the above mentioned credit risk models. The role requires the ability to explore the inner workings of these models, strong SQL programming skills and will represent the Credit Risk Team on all internal credit risk model development projects. The role requires solid written and verbal communication skills and exposure to working with risk, technology and audit teams. Candidates must be able to work under time sensitive reporting deadlines. THIS A CONTRACT ROLE THAT MAY BECOME A FULL TIME POSITION.
Refer to Job#19799-EFC and email MS Word attached resume to Jim Geiger, jeg@analyticrecruiting.com or register online at www.analyticrecruiting.com choosing Jim Geiger as your contact recruiter.
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