Lead Quantitative Modeling Developer

Are you looking for a real challenge in the financial world? Join us as a Lead Quantitative Modeling Developer and take the helm in driving methodological innovation in the development of models and quantitative approaches for estimating PD, LGD, and EAD, including multi-period models. This role involves modeling macroeconomic impacts on credit losses and developing advanced algorithms like Monte Carlo simulations. You will lead methodological developments and engage in hands-on research and development of quantitative approaches to credit risk estimation.

Requirements

• :Extensive experience working with data and performing SQL queries – a must
• .3+ years of experience in developing models and methodologies for credit risk estimation – a must
• .Experience in developing econometric models – an advantage
• .Master’s degree in Mathematics/Statistics/Operations Research – a must
• .Academic research background (Thesis/PhD) – a significant advantage
• .Familiarity with credit risk management in a banking corporation – an advantage
• .Experience with SAS Guide and SAS procedures – an advantage
• .Experience in developing advanced models and ML – an advantage
• .Managerial experience in leading teams and/or projects – an advantage