Team Head, Credit Risk Analytics – Retail & Wholesale Credit Risk
JOB DESCRIPTION
We are working with a top-tier bank’s quantitative credit risk analytics team, and we are looking for an experienced quant to manage and oversee the team and model building processes. This team is well-known for their top quantitative talent, low turnover, and continuous expansion.
As the team-head, your main responsibilities will be providing technical guidance to the modelers and liaising with business heads, senior management, auditors, and regulators.
Location: San Francisco, CA, USA
Responsibilities:
- Providing technical guidance and thought leadership on design and development of credit risk models and methodological approaches
- Overseeing the design, development, and implementation of risk models while focusing on loss forecasts and stress testing
- Interacting with business heads, senior management, auditors, and regulators to report and discuss models, methodologies, improvements, etc.
- Keeping abreast on best practices for risk modeling, regulations, new methodologies/ capabilities, etc.
- Leading a team of 6-8 quant modelers
Requirements:
- Strong academic background with MS or PhD in a quant discipline (mathematics, statistics, econometrics, etc)
- Minimum 10+ years industry experience in both retail and wholesale credit risk model development
- Credit risk model coverage: PD, LGD, EAD, loss forecasting, loss severity, etc.
- Team management experience required
- Strong quantitative statistical skills: Monte Carlo simulations, time series analysis, linear and logistic regression, etc.
- Excellent communication skills (written verbal)
- Strong proficiency with statistical modeling software: SAS
In Return:
- A huge opportunity to lead a top-tier quantitative risk management team
- Very analytical and quantitative exposure
- Career advancement and competitive compensation structure
This is an immediate hire, interviews are to begin soon and early application is advised. GQR also welcomes tentative enquiries from suitably qualified individuals.
Confidentiality and utmost discretion is 100% assured.
Key words: credit risk, retail credit, wholesale credit, commercial credit, quantitative risk, risk models, model development, modeling, Basel, RWA, risk weighted assets, PD, probability of default, LGD, loss given default, EAD, exposure at default, loss forecasting, loss severity, wholesale portfolios, statistical modeling, SAS, team-head, senior risk manager, senior vice president, San Francisco
APPLY | risk.americas@gqrgm.com
VISIT US | www.g-q-r.com/vacancies
Search Consultant: James Friend
While a resume is preferable we also welcome tentative enquiries from well-qualified persons. To speak with an agent please contact one of our regional offices using the contact details listed below. Utmost confidentiality and discretion is assured.
LOS ANGELES | 1.310.807.5030
10877 Wilshire Boulevard, Los Angeles, CA 90025 | Office Hours: 8.00-18.00 PDT
NEW YORK | 1.212.763.8333
1325 Sixth Avenue, New York, NY 10173 | Office Hours: 9.00-21.00 EDT
LONDON | 020.3207.9090
St Clements House, London, EC4N 7AE | Office Hours: 9.00-21.00 GMT
HONG KONG | 852.3678.6738
2 Exchange Square, 8 Connaught Place, Central | Office Hours: 9.00-21.00 HKT
VISIT US | www.g-q-r.com | www.g-t-r.com | www.gqrgm.com
GQR Global Quant, GQR Global Trading, GQR Global Markets
We operate globally and leverage our extensive relationships to unite the most talented people with the most intellectually and financially rewarding career opportunities throughout Europe, the United States, Asia and the Middle East.
We are committed to protecting and respecting your privacy. Information on our privacy policy, together with our terms of business are available at www.g-q-r.com.
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