Extremely competitive compensation I am current working on a number of PD LGD and economic capital risk modelling mandates across various locations including: Buffalo, NY – Birmingham, Al – Pittsburgh, PA – New York City – Tampa, FL – Stamford, CT
These positions are PD LGD and economic capital risk modelling roles working across Market Risk, Credit Risk, and Operational Risk. They are looking for candidates to have a background in SAS, R, MatLab. The ideal candidate would have a background in ratings but this is not a pre-requisite for all of the roles. Strong communication skills are a must as there is a heavy business focus as you will be liaising with senior management, traders and front office quants on adaily tasks.
Help grow out/ lead the group
Report into Senior Management with a dotted line to the CRO
Face off with regulators and internal counterparts
Liaise across Market, Credit, and Operational Risk
Exposure to front office Pricing Models
Strong communication skills – working with quantitative and non-quantitative people