Credit Modeling Quant – PD/LGD Modeling – Wholesale Products – Credit Modeling – Risk Management and Quantitative Analytics – Tier 1 Investment Banking – North East, United States recruitment
JOB DESCRIPTION This leading investment bank is seeking a senior team lead to manage a group of 8-10 quantitative analysts from Associate to VP level, specifically surrounding Probability of Default (PD) and Loss Given Default (LGD) models. IN ADDITION, there are multiple mid-level roles available within the same team. This job requires active design and delivery of various credit models. This role involves an analytical/quantitative mindset with the necessary leadership qualities to lead a new and growing team for this Investment Bank. Location: North East, United StatesThe role:• Provide Read more […]
July 5, 2012
• Tags: Credit Modeling Quant, Credit Modeling – Risk Management and Quantitative Analytics – Tier 1 Investment Banking, LGD Modeling – Wholesale Products, North East, PD, Risk Management careers in the USA, United States recruitment • Posted in: Financial • Comments Off on Credit Modeling Quant – PD/LGD Modeling – Wholesale Products – Credit Modeling – Risk Management and Quantitative Analytics – Tier 1 Investment Banking – North East, United States recruitment