Sr. Associate Modeling

NY, NY 10154

Posted: 05/01/2018 Category: Credit Job Number: 281172-1_1 Salary: Up to 140k base
Smith Hanley Associates
Sr. Associate Modeling
New York, NY
Salary: Up to 135k base
Contact: Sean Murphy - [email protected]

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

Requirements for Sr. Associate Modeling 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)
- Strong experience with PD, LGD, EAD, econometric or other credit risk models
- Excellent programming skills within Microsoft Office Tools, SAS, SQL, Python, R, Matlab or equivalent
- Excellent English communication skills both written and oral
- **United States perm residency or citizenship is required to apply

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.

Send an email reminder to:

Share This Job:

Related Jobs:

Login to save this search and get notified of similar positions.