Company Summary:
A multinational investment bank in the Jersey area is in looking to fill a niche executive level role. This role would require an expert quantitative modeler with a highly technical background. The ideal candidate has a strong background using Python and computer science algorithms. They should have experience developing and implementing these models in the framework. This role is senior and requires Masters/PhD and over 15 years of experience.
Responsibilities:
- Quantitative modeling, data analytics, statistical modeling and portfolio management
- Evaluate and challenge credit/financial forecasting models
- Design, develop, and implement stress and risk Model platform
- Conduct studies/projects on account acquisitions, management, collections, fraud ,and modeling
Qualifications:
- Heavy Python background: code design and programming skills
- *Master's* Degree required in quantitative background such as Computer Science, Engineering, Mathematics
- The ideal candidate has 15-20 years' experience in quantitative development
- Wholesale Credit Risk Model background preferred
- Experience implementing quantitative frameworks
Benefits:
- Health care
- PTO
- Bonus Incentive