AVP-VP PPNR Modeling | Global Investment Bank

  • $125000 - $175000 per annum
  • Philadelphia, MS, USA
  • Permanent, Full time
  • Non-disclosed
  • 04 Sep 17

The hiring team is adding at both the VP-team manager level, as well as AVP individual contributor level.

A global investment bank is looking to hire experienced credit risk modelers as they are making multiple additions across various portfolios. The hiring team is adding at both the VP-team manager level, as well as AVP individual contributor level. The focus will be in credit risk economic capital, PPNR, and scorecard modeling.

This team functions in a highly statistical setting as it utilizes data analytics, big data, and machine learning in its models on a daily basis. It is a highly analytical position using multiple programming languages including Python and SAS. Anyone coming from a credit card company will be strongly considered.

Skillsets include:

  • 3+ years experience in credit risk (analytics or management)
  • 2+ years quantitative risk modeling or predictive modeling
  • Credit Card experience
  • PPNR modeling
  • Daily usage in "big data" environments
  • Machine Learning
  • Programming skills in SAS, Python, R or similar language
  • Strong communication and presentation skills