This job has expired, please see additional jobs below
Credit Quantitative Analysis Model Documentation, Associate/Vice President
Finance & Investment Industry Company
New York, NY, United States
Job Details - this job has expired, please see similar jobs below
Job Summary & Responsibilities
The CRMA Department at Company is seeking a candidate to join its Credit Quantitative Analysis team (CQA). CQA is responsible for developing quantitative pricing and risk management models for credit risk and hedge fund risk.
Responsibilities:
• Participating in development of simulation models for credit risk computations.
• Working on quantitative credit risk projects. Will require interacting with regulators and making presentations internally.
• Writing high-quality technical documentation.
Qualifications:
• Excellent written and verbal communication skills.
• Advanced degree (PhD or Masters) in a quantitative subject (Math, Physics, Engineering).
• Knowledge of Finance is preferred.
• Programming experience is a plus.