A large, top-tier investment bank is looking to add a Risk Modeling & Analytics AVP to the credit risk analytics team. Located in Midtown Manhattan, our client is looking to incorporate Machine Learning approaches to enhance the development of high quality risk models, and to optimize and improve their current strategies.
The most successful candidate in this position will have had hands-on experience with decision trees and grids, and should be familiar with the redevelopment and redocumentation processes of risk modelling methods. Past exposure to wholesale credit models or retail credit models would also be preferred, as the bulk of this position will be responsible for providing analytic support to clients, including the targeting and underwriting practices that are vital to the product life cycle.
A master's degree in a quantitative discipline is required, as are approximately 3+ years of technical experience, and 3+ years of experience with developing risk strategies to deployment. You should be able to leverage raw customer data in a financial services company, and must be comfortable with SAS and Unix coding languages.
For more information, please contact Lauren Bowden at 646 766 1230.