Description
Huxley are currently seeking a Quantitative Modeler with experience in Risk Rating Models, PD and LGD.NEW YORK Based
Responsibilities: ·Build and refine Basel compliant scorecards and models for measuring obligor risk ·Participate in all stages of model development from data collection, model building, model validation, testing and calibration ·Develop comprehensive model documentation that stands up to company and regulatory standards ·Understanding technical issues in econometric and statistical modeling and applying these skills toward solving business problems ·Communicating technical subject matter clearly and concisely to individuals from various backgrounds ·Monitoring statistical model performance and providing technical guidance to business leadership Qualifications Basic Qualifications: * Bachelor's degree in Econometrics, Statistics, Mathematics, or another related field of study (Financial Engineering, Physics, Chemical Engineering, Industrial Engineering, Operations Research, etc.) * Strong hands-on skills a must (SQL, SAS, Excel, VBA, etc) Preferred Qualifications: * Master's degree or Ph.D in Econometrics, Statistics, Mathematics or other related fields of study (Financial Engineering, Physics, Chemical Engineering, Industrial Engineering, Operations Research, etc.) * Experience working with very large datasets * Background and experience in consumer or commercial risk, especially scoring, and forecasting models
If you are interested in this exciting opportunity please submit your resume to Ciara O'Kane at Huxley.