Description:
My client is looking for a VP-level quantitative credit risk rating model developer to join the Credit Risk Analytics group and participate in the development of wholesale credit models. In this role you will collaborate with a small team and internal stakeholders, to develop credit risk rating methodologies, algorithms, and tools for model development as well as for testing of model robustness, stability, and overall performance.
Requirements:
- Advanced degree in statistics, economics, or relevant quantitative field
- 6 years of model development / validation experience
- Exceptional skills in Python, R, SQL and SAS
- General knowledge of wholesale banking, corporate accounting and credit risk rating evaluation.
