Director Quantitative Modeling

Norwalk, CT

Post Date: 10/12/2017 Job ID: 280872-2_1 Category: Credit Analytics Salary: Up to 165k Base
Smith Hanley Associates
Director Quantitative Modeling
Norwalk, CT
Salary: Up to 165k base
Contact: Sean Murphy -

The Director Quantitative Modeling will provide stress testing and credit risk modeling for the wholesale and commercial real estate lines of business. The Director Quantitative Modeling will be expected to support the modeling lifecycle of capital stress testing models, and credit loss models including, design, development, implementation, validation and testing. The individual will also be tasked with internal capital adequacy process and CCAR/DFAST process/initiatives. Support the documentation of the models and interact regularly with internal and external auditors. Other ad-hoc analytical projects involving forecasting, stress testing and model risk policy will apply.

Requirements for Director Quantitative Modeling:
- Advanced Degree in a Quantitative Discipline (Math, Stats, Physics, Economics, etc.) PhD Highly preferred.
- (5) Five or more years of relevant work experience in financial services credit risk modeling supporting wholesale, commercial or mortgage lines of business.
- Stress Test and Credit Loss Model development experience are required
- Strong working experience with CCAR/DFAST/CECL and Stress Testing Initiatives
- Excellent skills in SAS, SQL, R, MATLAB or other programming languages
- Superior communication skills, both written and oral to work with internal and external stakeholders effectively

Sean Murphy
Executive Recruiter

Sean's recruiting knowledge, human resources expertise and quantitative insight are now being leveraged to identify qualified candidates for specific credit roles. Sean considers his communications skills, his sense of urgency and initiative as critical strengths for building solid relationships in this tight knit industry.
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