VP Quantitative Credit Risk Modeler
A reputable investment bank is growing their Quantitative Strategies group and are looking for an experienced Credit Risk Modeler to join their team in New York City. The Credit Risk Modeler will be responsible for developing models and supporting Quantitative trading and risk teams to deliver market risk models, various trading tools, and optimizing trading decisions.
The Credit Risk Modeler will need strong programming skills, experience in model development, excellent mathematical/ statistical knowledge, and preferably experience working on credit asset classes and/ or market risk.
Key Skills/ Responsibilities:
- Masters or PhD in Math, Engineering, Technology or Science related field
- 3-8 years of Quantitative Modelling experience
- Strong OOP/ Programming skills (C++ preferred, Python)
- Credit experience
- Market risk background preferred
- Excellent communication skills
If interested in the role, please apply using the link. If you have questions, please reach out to Frazer Spackman for a confidential conversation.
Sthree US is acting as an Employment Agency in relation to this vacancy.