Quantitative Credit Risk VP recruitment
Position Category: Risk Management
Position Title: Quantitative Credit Risk VP
Job Level: Vice President
Location: USA - NY - New York
Education Required: Masters Degree
Position Description:
Morgan Stanley is seeking a strong quantative Vice President for its Credit Risk Department. The successful candidate will develop and document rating models that quantify various aspects of credit risk, such as probability of default and loss given default. They will work closely with other members of the Credit Capital and Rating Analytics Group and with Credit Research Analysts
Skills Required:
• Masters degree or an equivalent background in a quantitative discipline
• At least 5 years of work experience in Finance industry
• Credit-risk related work experience
• Solid knowledge of statistics
• Programming skill in a high-level language such as Matlab or SAS
• Team player with strong interpersonal and communication skills
Skills Desired:
• Past experience in building rating score cards
• Accounting knowledge
• Familiarity with SQL and VBA