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 Read more […]
July 11, 2012
• Tags: Derivatives- New York recruitment, Risk Management careers in the USA, Senior Model Validation Lead (PhD) -Commercial Loans • Posted in: Financial • Comments Off on Senior Model Validation Lead (PhD) -Commercial Loans/Derivatives- New York recruitment