Quantitative Analyst

Job Title: Quantitative Analyst
Contract Type: Permanent
Location: New York
Salary: US$80000.00 - US$100000.00 per annum + Bonus
Reference: BBBH14747_1492093791
Contact Name: Kevin Glenn
Contact Email:
Job Published: April 13, 2017 15:29

Job Description

Our client is looking for a Quantitative Analyst to work within the model validation group at an associate director level.

The quantitative analyst will be a critical person in the credit policy group. This role will give you broad global coverage to different types of models within the credit risk space, along with extensive exposure across asset classes. The quantitative analyst will collaborate closely with senior analysts and developers to build challenger models, conduct comprehensive testing, and review model codes. In this position you will get a deep understanding of model governance frameworks and ratings methodologies.

The ideal candidate will hold a masters in a quantitative discipline with 2+ years of modeling experience. S/he will have a strong background in excel and VBA, and familiarity with C++ or R.

For more information and a discussion in confidence, please contact Kevin Glenn on +1 646 766 1222.