VP Risk Analytics - Wholesale Modeling VP Risk Analytics - Wholesale Modeling …

Selby Jennings QRF
in Dallas, TX, United States
Permanent, Full time
Be the first to apply
USD140000 - USD140001 per year
Selby Jennings QRF
in Dallas, TX, United States
Permanent, Full time
Be the first to apply
USD140000 - USD140001 per year
Selby Jennings QRF
A leading bulge bracket bank is looking to hire a VP level professional within Risk Capital, who will be responsible for developing models that will be used to set risk limits and assess the profitability of large-scale transactions.

A leading bulge bracket bank is looking to hire a VP level professional within Risk Capital, who will be responsible for developing metrics that will be used to set risk limits and assess the profitability of large-scale transactions. This person will be developing wholesale credit risk models in support of Risk Capital and Stress Testing for the bank. This is a very technical, hands on model development team that does the model development, prototyping and implementation.

What You Will Be Responsible For:

Working with senior quants in the business to develop Risk Capital/Stress Testing models for wholesale credit risk

Developing PD/GLD/EAD models to measure economic capital

Developing risk capital models for securitization exposure

Implementing model analytics, model libraries/engine/executables and relevant analytical tools using languages such as C++, Python and VBA

Testing Model performance and implementing testing suites

What We Need to See in You:

At least a Masters degree in a quantitative discipline (preferably a PhD)

At least 5 years of experience working in analytics, quantitative programming and implementation roles

Model development experience in wholesale credit risk, default correlation, and concentration risk

Knowledge of wholesale CCAR PD/LGD/EAD models and knowledge of wholesale CECL is encouraged

Proficiency in C++/C, Python, VBA

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