Senior Model Validation Lead (PhD) -Commercial Loans/Derivatives- New York recruitment
The Candidate will lead a quantitative research team in designing, implementing and validating financial risk and valuation models. The Candidate must have demonstrated experience in quantitative risk analytics and modeling for commercial loans, securitized products and derivatives and must have worked on one or more of these areas; credit risk (default, loss severity, ratings) and market risk (price risk, VaR, stress testing). Candidates should have a quantitative PhD, experience with econometric modeling techniques (regression, time-series, volatility, Monte Carlo, and multi-variate models) and statistical modeling and database management using (SQL, C++, Matlab, SAS, STATA). This role requires deep thinking and the ability to communicate complex concepts to non-technical people.
Keywords: Model Validation, Loans, Derivatives, Credit Risk, Market Risk, econometric modeling, VaR, SAS, PHD, Quantitative Research
Refer to Job#19377-EFC and email MS Word attached resume to Jim Geiger, jeg@analyticrecruiting.com or register online at www.analyticrecruiting.com choosing Jim as your contact recruiter.