Director of Credit Risk Modeling
Selby Jennings - Chicago, IL

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This Global Financial Services firm is looking for a senior manager to head up their wholesale credit risk modeling team. This team will be anywhere from 1-6 people depending on the candidates experience and they are able to pay exceptionally well in order to attract only the very best candidates.

Your responsibilities will include:
  • Managing a team of credit risk quants
  • Reporting results to the MD of this group as well as other business lines
  • Offering hands on modeling help on the most complex models
  • Facing off with regulators and C-Level members of the institution

  • Required skills and experience:
  • MSc/PhD in quantitative subject such as quant finance, maths, stats etc
  • Excellent hands on modeling skills for IRB models
  • Strong regulatory knowledge
  • 5+ years experience quantitative modeling experience

  • This is an industry leading group which is looking to expand exceptionally quickly, therefore the opportunity to progress and be compensated accordingly is exceptional.

    Selby Jennings - 16 months ago - save job - block
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    About this company
    Selby Jennings is an international recruitment solutions provider. The company places candidates in global financial institutions across the...