AVP-VP PPNR Modeling | Global Investment Bank
- $125000 - $175000 per annum
- Philadelphia, MS, USA
- Permanent, Full time
- 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.
- 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