Our client, a market leading financial utility, is looking for a VP level Quantitative Credit Risk Specialist to join their team in New York.
The VP will report into the Head of Credit Risk and will be involved in building risk diagnostic, benchmarking and scenario analysis tools for the firm's clients and jurisdictions using both proprietary and public macroeconomic data. They will work closely with the CRO as well as other senior stakeholders across various business lines.
Successful candidates will have an advanced degree in a quantitative discipline as well as 5+ years of experience at an investment bank or consulting firm. Experience using C++, Matlab, VBA, SQL a must. As this is a highly visible team, communication skills and ability to interact with all levels of seniority are key.
For a confidential discussion on this role please call Lauren Bowden on 646 766 1230 or email your resume