Retail-Credit Quant- Global Investment Bank (top 3) – New York, USA
JOB DESCRIPTION An industry leading investment bank is looking to bring on a business focused/well rounded retail credit expert. They are seeking to build their retail coverage, and are doing so in an organic fashion. The team is new and is growing, so job security is there – especially in this environment. This is a good role for the individual – coming from a retail background – to move into an investment bank and gain hands-on exposure. Location: New York, USAThe role:• The ability to overview various models that are considered “cutting edge” within credit risk.• Apply your Read more […]
Officer, Credit Risk Management
Credit Risk Management Unit (CRMU) within Risk Management Division Americas (RMDA) is seeking a multi-skilled risk analyst with a quantitative background to join the valuation and analytics team. The position is based in New York and provides the opportunity to acquire a firm-wide perspective of Mizuho’s business in the Americas. Principal Duties and Responsibilities: This role encompasses activities associated with fair value calculation, risk monitoring and quantitative analytics. Fair Value Calculation: This roll will be responsible for the pricing of credit investment and trading products Read more […]
Data – Credit Risk Analytics – 140k USD – New York
My client, a leading Financial Services Brand/Institution, is going through huge growth at the moment due to the expansion of the Credit Risk Market due to Dodds-Frank and the inception of Basel 2.5 and III. They are looking for a number of anlaytsts who has excellent experience of Data Analysis, Data Analytics and Data Pooling in a quantitative Credit Risk environment. You will be working on high profile international projects developing teams aggregate data from multiple international banks, as well as individual credit portfolio data submissions and determine LGD as well as Default Rates in Read more […]
Basel II Modeling Senior Manager – Tier 1 Investment Bank – New York & Virginia, USA
JOB DESCRIPTION Our Client is searching for an experienced statistical leader to become the team lead for Retail Model Validation for Basel II models relating to Pillar I and Pillar II capital requirements. The role will be part of the Scoring Office (within Risk Management), which is responsible for the governance of all models and predictions across the enterprise.Responsibilities:• Lead a team in charge of directly validating all Basel-related models for all Retail portfolios• Ensure defendability of modeling results by providing effective challenge and independent review• Directly contribute Read more […]