Sr. VP- Statistical Analysis recruitment
Leading Financial firm in the Washington, DC area is seeking an experienced Quantitative Risk modeler with several years of experience conducting statistical analysis (linear regression, data analysis, neural networks, decision trees, logistic regression). Successful candidate will possess an advanced degree in Statistics, Mathematics, Physics/Engineering and have proficiency in statistical analysis techniques as well as strong communication skills. Ideal candidate will come from a financial markets background and will have developed or validated risk models at a large bank or insurance company. Opportunity to manage a small group of people, and interact with sr. business line heads relating to the efficiency, development, and validation of scoring and valuation models. Responsibilities include: writing summary reports and delivering presentations that effectively communicate and educate sr. management on the statistical results in a non technical way. Excellent career growth oppty. Relocation assistance offered.