Job Description : Top Tier NYC Bank is looking for an experienced Credit Risk Quant to research, develop and refine risk methodologies, policies and procedures for its large and diverse corporate credit portfolio. This is a quantitative research role with emphasis on estimating and calculating default probabilities, loan loss reserves and lending limits on the portfolio and loan levels. Other high visibility projects will include risk adjusted cost of capital analyses, portfolio [concentration/segmentation] strategies and economic risk studies. Applicants should be well familiar with Credit Risk methodologies and Commercial Lending. They need to have a Quantitative PhD degree [in Econometrics ,Finance, Statistics, engineering or one of the hard sciences] plus hands on experience performing credit related statistical analysis (linear and non-linear) and Risk modeling. Strong computer skills and superior verbal and written communication skills are a must. Very attractive compensation and benefits package.
Every couple of weeks, I have "that" thought: why film? Why not just be normal and get a real job like everybody else. It would be so much easier!
No comments:
Post a Comment