Job

My client, a tier one banking corporation, is currently looking for an experienced Quantitative Finance Analyst, to independently conduct quantitative analytics and complex modeling projects. If you or someone you know has any interest, don't hesitate to get in touch.

Responsibilities:

• Assessing adequacy of model documentation 
• Challenge model assumptions and approach as needed 
• Verifying model implementation 
• Assessing quality of model outputs through back testing against realized outcomes, benchmarking against alternative models, sensitivity tests around assumptions and limitations, and other relevant testing 
• Coach junior staff members and leading validation projects​

• Master's or PhD in statistics, finance, mathematics, or related field
• Experience with multiple credit risk models including: PD/EAD/LGD
• Knowledge of Basel regulatory framework
• Experience in risk management or quant group in a financial institution
• Knowledge of retail products including: mortgage, credit card, auto loans​