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Credit Risk Modelling / Quantitative Modeller – PD/LGD/EAD

  • Location: New York
  • Salary: Up to $150,000
  • Job type:
  • Job reference: EF/43652
  • Sector: Banking, Credit Risk, Operational Risk
Job Description

Barclay Simpson have an opportunity for a quantitative modeller to join a leading global bank that are expanding rapidly and looking to hire key talent to join their expanding credit risk function.

In this role you will be developing risk models including, PD, LGD and EAD models.

 

The successful candidate will need to demonstrate:

  • Strong Statistical Modelling –PD, LGD or EAD models
  • Excellent knowledge of a statistical tool such as SAS, R or Python
  • Knowledge of banking products
  • Very strong communication and presentation skills

For more information please contact Edward Flynn at 646-578-8941/ef@barclaysimpson.com or submit your resume using the link below.

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