VP Quant Risk Modeling
A top tier investment bank has partnered with Selby Jennings in order to bring on a VP level hire on their Risk Modeling team. This person will assist in building out the framework and infrastructure for all risk modeling within the firm's commercial/wholesale lending unit. This is a highly visible role on a unique team within the company. The team leverages next generation technology and advanced analytical techniques in order to develop and implement cutting edge models to support the business.
- Utilizing advanced programming skills in Python and SQL in order to design and develop decision engines and deploy risk models
- Assist in the architecture and implementation of complex risk models including those used from stress testing as well as loan loss reserve estimation
- Partner closely with technology partners to create tools and applications to support model development and back-testing
- Excellent programming skills in Python and SQL
- Exposure to the commercial/wholesale lending space
- In depth familiarity with risk modeling for loss forecasting, stress testing and risk valuation
- Knowledge and proficiency navigating the regulatory environment and meeting various reporting standards including CCAR, CECL, IFRS9, etc.