Sr. Associate Model Lifecycle

NY, NY 10154

Post Date: 02/16/2018 Job ID: 281172-0_1 Category: Credit Salary: Up to 140k base
Smith Hanley Associates
Sr. Associate Model Lifecycle
New York, NY
Salary: Up to 140k base
Contact: Sean Murphy -

The Sr. Associate Model Lifecycle will provide credit risk evaluation and loan review through the development and validation of models related to loss forecasting, CCAR/DFAST standards and Basel requirements. The Sr. Associate Model Lifecycle will be expected to be hands on in the development and validation of various credit risk and statistical pricing models. The incumbent will interact with model users, other developers, and model owners regularly. The Sr. Associate Model Lifecycle will also be expected to thoroughly explain their processes and findings to clients and senior management alike.

Requirements for Sr. Associate Model Lifecycle Include:
- Master's Degree in a quantitative discipline (Math, Statistics, Physics, Economics, Financial Engineering, etc)
- Four (4) or more years of hand on experience within model development/validation in a banking environment.
- Strong knowledge of credit risk management, capital requirements, and stress testing (DFAST and CCAR)
- Excellent programming skills within Microsoft Office Tools, SAS, SQL, Python, R, Matlab or equivalent
- Excellent English communication skills both written and oral
- Experience with VaR, Expected Shortfall, pricing models highly preferred

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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